Consider S, 150, X = 150, r = 5%, T = 1.0, = 20%, and = 5%. We have a short position in put options on 9,000 shares of stock. Based on this information, we note Delta call = 0.540, and Delta put = 0.461. Assume each stock option contract is for one share of stock. What is an appropriate delta hedge transaction, assuming the hedging instrument is stock. (Indicate in your answer a transaction type buy or short sell-and a number of hedging units).