a) Long 3000 calls and sell 1750 shares of stock

b) Long 2,000 calls and sell 1,550 shares of stock

c) Long 4,000 calls and sell 1,950 shares of stock

d) Long 5,000 calls and sell 2,550 shares of stock

A portfolio Manager has the following portfolio of options of a stock. TYPE POSITION DELTA OF OPTION GAMMA OF OPTION CALL -1000 0.50 1.8 CALL -500 0.80 0.2 PUT -2000 -0.40 0.7 CALL -500 0.70 1.4 A traded option is available with delta of 0.6 and a gamma of 0.8. What position in this traded option and the portfolio would make the combined portfolio both delta neutral and gamma neutral? Long 5,000 calls and sell 2,550 shares of stock Long 4,000 calls and sell 1,950 shares of stock Long 3,000 calls and sell 1,750 shares of stock Long 2,000 calls and sell 1,550 shares of stock