A portfolio containing derivative securities on only one asset has Delta 5000 and Gamma -200. A call on the asset with (C) = 0.4 and(C) = 0.05, and a put on the same asset, with (P) =-0.5 and 1"(P) = 0.07 are currently traded. How do you make the portfolio Delta-neutral and Gamma-neutral? A portfolio containing derivative securities on only one asset has Delta 5000 and Gamma -200. A call on the asset with (C) = 0.4 and(C) = 0.05, and a put on the same asset, with (P) =-0.5 and 1"(P) = 0.07 are currently traded. How do you make the portfolio Delta-neutral and Gamma-neutral