The Delta for a Call Option in the Black-Scholes-Merton Model

The delta for a call option in the Black-Scholes-Merton model is:

A) the number of shares of stock to buy for each written call to eliminate price risk from the resulting position
B) the partial derivative of the option price with respect to the time remaining to maturity
C) the partial derivative of the option price with respect to the volatility
D) the number of shares of the money market account to short for each written call to eliminate price risk from the resulting position
E) the time change in a delta-hedged call option portfolio