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You have taken on the following position on STOCK A. Your goal is to hedge this position with stock so that it remains delta neutral. MARCH 40 CALLS -2,000 Number of options Note: (-) means you are selling these calls. This is the number of options, not the number of option contracts. You also have the following additional information: $41.25 Current stock price Stock price Strike price (X) $40.00 Time to expiration 0.25 Fraction of one year until expiration Risk free rate 1% Annual rate Implied volatility 40% Volatility used to price the option N(D1) 0.605 This is normsdist(d1) This is normsdist(d2) N(D2) 0.526 What position would you have to take in STOCK A to make this position delta neutral? Note: Round to the nearest whole number of shares. O SHORT 1,053 shares O BUY 1,053 shares SHORT 1,210 shares O BUY 1,210 shares O SHORT 2,000 shares BUY 2,000 shares