You are discussing dynamic hedging with the chief risk officer who oversees all nonlinear risk at the enterprise level. The debate is the incremental value of how often to hedge nonlinear option greeks under conditions of large market moves when the Federal Reserve continues to raise rates. Before you can consider the transactional cost of hedging, you want to consider the incremental impact of the addition of an option hedge to the initial gamma and delta of the portfolio. You have recently re-balanced the portfolio and added a new hedge consisting of longing 6,000 standard, exchange-traded equity option contracts to enforce a gamma-neutral position after a large market move. With the addition of the gamma hedge, the original delta-neutral position also changes, so what trade must you do to restore delta neutrality after gamma hedging? Assume a delta of 0.75 for the options. Also, note that each exchange-traded equity option contract corresponds to 100 options. (a) Buy 225,000 shares of the underlying asset. (b) Buy 450,000 shares of the underlying asset. (c) Sell 225,000 shares of the underlying asset. (d) Sell 450,000 shares of the underlying asset.