A portfolio is short 1200 call options on stock A with delta = .8 and gamma = 5 and short 1500 call options on stock A with delta = .9 and gamma = 6. A third traded option has delta = .4 and gamma = 7.

What is the delta of the portfolio?

What is the gamma of the portfolio?

What position in the third option will make the portfolio gamma neutral?

What position in stock A will then make the portfolio delta and gamma neutral?