An investor holds an option written on the stock A that has Delta of 0.6 and Gamma of 1. She also holds 100 shares of stock A. She is allowed to trade the underlying stock A and option B that has Delta of -0.3 and Gamma of 0.5. Assume that each option is written on the 100 shares of the underlying stock A. She wants to Delta-Gamma hedge her portfolio by trading the underlying stock A and another option B. How many short positions in the underlying stock she needs to take?