4. (Application in risk management) Consider the above bank's portfolio Position Amount Gamma Security 3 month call Delta 0.57 Short 10,000 0.25 6 month put Long 4,000 -0.32 0.72 4 month put Short 3,000 -0.61 0.08 Suppose 9 month call option traded in the market whose delta = 0.45 and gamma = 0.02. How we use the call option to make delta and gamma of portfolio to be neutral. (Short 7,000 units of call option and long stock 8,300 units)