1. Assuming that we sold a Call with the following characteristics, strike price 15, volatility of 15%, term of 30 days and risk-free rate of 10%. What strategy should we carry out to neutralize our Gamma risk? A) Sell puts, where the puts that we will sell must be the puts that neutralize our Gamma risk. B) Sell calls, where the calls that we will sell must be the calls that neutralize our Gamma risk. C) Buy calls, where the calls that we will buy must be the calls that neutralize our Gamma risk. D) Impossible to solve with the given information. 2. How is the Gamma of a Short Put? A) Positive B) Negative C) Positive when the spot is below its strike price and negative when the spot is above its strike price.