(2 points) Suppose a bank is holding the following portfolio of over-the-counter options on a certain stock: Type 3-m call Position Long 500 units Delta of option Gamma of option 0.50 0.16 6-m put Short 1,000 units -0.38 0.33 5-m call Short 300 units 0.79 0.11 What are the delta and the gamma of this portfolio? Suppose there is an exchange-traded call options on the same stock available in the market. It has a delta of 0.60 and a gamma of 0.15. How do you make the portfolio both delta and gamma neutral?