You sold $2,300$ call options on a stock. At the current stock price, each call has a delta of $0\mathrm{.}7.$

Attempt$(1)/(1)$ for $10$ pts$.$

Part $1$

How can you hedge your position to make it delta neutral?

Check all that apply:

Buy put options

Buy a percentage of the shares in the underlying stock according to the implied delta

Short sell shares of the underlying stock

Buy $2,300$ shares of the underlying stock