Please answer the following question in Excel. Please provide cell references.

You are long 900 puts with strike price of 109.03 and time to maturity of 3 months. Each put has delta of -0.06. You have also sold 1400 calls on the same stock with a strike price of 96.66 and time to maturity of 6 months. Each long call has delta of 0.13. If you were to delta hedge your option portfolio, how many shares should you buy or sell today? 96. 128. 256. 384. 320