The current price of a non-dividend-paying stock is $100. Over the next six months it is expected to rise to $110 or fall to $90. Assume the risk-free rate is zero. An investor sells 6-month put options with a strike price of $102. Which of the following hedges the position?

A. Short 0.6 shares for each put option sold

B. Long 0.4 shares for each put option sold

C. Short 0.4 shares for each put option sold

D. Long 0.6 shares for each put option sold