A portfolio is short 500 call options on stock A with delta = .5 and gamma = 3 and short 1000 call options on stock A with delta = .6 and gamma = 2. A third traded option has delta = .2 and gamma = 4.

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?