A portfolio of derivatives on a stock has a delta of 250 and a gamma of -100. An option on the stock with a delta of 0.5 and a gamma of 0.1 can be traded. What positions need to be taken to make the portfolio both delta and gamma neutral? Long 1000 options and short 750 shares of stock Short 1000 options and buy 750 shares of stock Long 500 options and short 500 shares of stock Short 500 options and buy 500 shares of stock 500