You are the risk manager of your bank responsible for the derivatives desk. A trader has sold 300 call option contracts each on 100 shares of Nissan Motors with time to maturity of 90 days at USD 1.80. The delta of the option on one share is 0.60. You have hedged the option exposure by buying 18,000 shares of the underlying. The next day, the stock price falls and the delta of the options falls to 0.54. In order to keep the options hedged, you have to
A. Buy 1,800 shares of Nissan Motors
B. Sell 1,800 shares of Nissan Motors
C. Buy 1,080 shares of Nissan Motors
D. Sell 1,080 shares of Nissan Motors