IBM stock currently sells for 49 dollars per share. Over 12 months, the price will either go up by 11.5 percent or down by -7.0 percent. If you are short one call option with a strike price of 51 and maturity 12 months, how many shares of stock must you buy to establish a delta-neutral position?
a) 0 shares
b) 1 share
c) 2 shares
d) 3 shares