need help with C please.

2. A stock is trading at $40 and has an annual volatility of 25%. The risk-free interest rate is 2%. A 12-month European call and a 12-month European put both have a strike price of $45. c) (Extra Credits 2 points) If the stock price drops to $39 the next day, how do you adjust your hedging positions in a) and b) to stay delta neutral? (Hint: Compute the new delta based on the latest stock price and an expiration reduced by 1/252 years; then compute the change in delta to figure out the number of shares you need to buy or sell; and the amount of money you need to borrow or lend based on the stock trade.)