In order to hedge your portfolio, you have written 10 at-the-money call options at $2/share on stock ABC which are currently priced at $120/share (1 call option contract has 100 stocks). Suppose the stock price moves up to $121/sh, while the call premium increases to $2.50/sh. In order to have a delta-neutral position to hedge against any small price changes in stock, you will do one of the following: Multiple Choice O Sell 1000 stocks of ABC Buy 500 stocks of ABC