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You own 1 0 0 0 shares of XYZ ( p = $ 5 0 ) ATM Calls are $ 1 0 with a delta

You own 1000 shares of XYZ (p=$50) ATM Calls are $10 with a delta =.57 ATM Puts are $8 with a delta =-.28 How would you hedge? (2 possible answers) A. You should buy 17 calls B. You should write 17 calls C. You should write 35 calls D. You should buy 17 puts E. You should buy 35 puts F. You should write 35 puts

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