A stock is trading at $$60.$ You hold a delta hedged portfolio in which you are long a call and short delta units of stock. The delta of the call is $0\mathrm{.}35$ and the gamma of the call is $0\mathrm{.}075.$ If the stock registers an unexpected price increase of $$4,$ what will happen to the value of your delta hedged portfolio?

Explain why. Show your calculations.