A portfolio with shares and options is delta neutral and has a gamma of 10. A traded option on the stock with a delta of 0.5 and a gamma of 0.04 can be traded. What position is necessary to make the portfolio delta and gamma neutral at the same time? Select one: a. Long position in 250 options b. Short position in 250 shares c. Short position in 125 options and short 250 shares d. Long position in 125 options and long 125 shares e. Long position in 250 options and short 125 shares