Tina owns 8,400 shares of Sims stock that is currently selling for $64. A European call option on Sims with a strike price of $70 is selling at $6 and has a delta of 0.40. A delta-neutral portfolio was created with put options when the stock price was $64. If the price of the underlying stock has moved to $65, and consequently, the delta of the call option with a strike price of $70 has increased from 0.40 to 0.425. What action should be taken to maintain a delta-neutral portfolio after the price of stock changed from $64 to $65?

	A.	Long 10 call option contracts
	B.	Long 6 put option contracts
	C.	Short 10 call option contracts
	D.	Short 6 put option contracts