Suppose a trader has taken a short position in 1000 call options (10 contracts). The call option has a delta of 0.20. The trader makes her portfolio delta-neutral by buying appropriate number of shares. Suppose that within minutes after the trader took short position in options, the stock price moves such that the new option delta is 0.12. What should the trader do to preserve delta-neutrality?

	A.	Sell 120 existing shares
	B.	Do nothing (no need to make any adjustment to the portfolio
	C.	Sell 80 existing shares
	D.	Buy 120 additional shares
	E.	Buy 80 additional shares