41 A portfolio of derivatives on a stock has a delta of 2400 and a gamma of -10. An option on the stock with a delta of 0.5 and a gamma of 0.04 can be traded. What position in the option is necessary to make the portfolio gamma neutral? Not yet Marked Select one: Flag a. Long position in 250 options O b. Short position in 250 options Oc Long position in 20 options Od Short position in 20 options