A financial institution has the following portfolio of over-the-counter options on sterling: Type Position Delta of Option Gamma of Option Vega of Option Call -1000 0.5 2.2 18 Call -500 0.8 0.6 0.2 Put 13 0.7 -2,000 -500 -0.40 0.70 Call 18 14 A traded option is available with a delta of 0,6, a gamma of 15, and a vega of 0.8. What position in the traded option and in sterling would make the portfolio both gamma neutral and delta neutral? (Tips calculate delta and gamma of the portfolio) O Short position in 4000 traded options and short position of 1960 in sterling, Oblong position in 4000 traded options and long position of 1950 in sterling, Oc Short position in 4000 traded options and long position of 1950 in storing od Long position in 4000 traded options and short position of 1950 in sterling