Position Delta

If the following two portfolios contain the same delta points, what should be the number of PUT option contracts N in portfolio B?

Portfolio A: 5000 short shares of IBM and 10 long call option contracts on IBM with call delta c = +0.5.

Portfolio B: A long position in 20 long call option contracts on IBM with call delta c = +0.3 (each contract contains 100 call options) and N long put option contracts on IBM (each contract contains 100 put options) with put delta p = 0.3.