I need to hedge a short position in 100 call option contracts. Each contract is on 100 shares of stock XYZ. At t=0 (initially) I estimated the option delta to be 0.25 and I bought 2500 shares of XYZ. At t=1 (one day later) I re-estimated the delta to be 0.30. My action at t=1:

A. Do nothing

B. Buy an additional 3,000 shares of XYZ with borrowed funds

C. Sell 500 shares and invest the proceeds in the risk-free asset

D. Buy an additional 500 shares with borrowed funds