8. You are given the following information about two European options on the same stock. 45-strike put 50-strike call Price 0.0211 10.2270 Delta (A) -0.0082 0.9300 Gamma (T) 0.0030 0.0160 The current stock price is 60. Determine the position in shares of stock and the 50-strike calls needed to hedge the sale of 10,000 45-strike put options. Round your answer to the nearest whole number. a) short 1426 shares, long 1475 50- strike calls c) short 1426 shares, short 1475 50- strike calls e) long 1426 shares, short 1875 50- strike calls b) short 1826 shares, long 1875 50- strike calls d) long 1826 shares, short 1875 50- strike calls 8. You are given the following information about two European options on the same stock. 45-strike put 50-strike call Price 0.0211 10.2270 Delta (A) -0.0082 0.9300 Gamma (T) 0.0030 0.0160 The current stock price is 60. Determine the position in shares of stock and the 50-strike calls needed to hedge the sale of 10,000 45-strike put options. Round your answer to the nearest whole number. a) short 1426 shares, long 1475 50- strike calls c) short 1426 shares, short 1475 50- strike calls e) long 1426 shares, short 1875 50- strike calls b) short 1826 shares, long 1875 50- strike calls d) long 1826 shares, short 1875 50- strike calls