An options dealer has the following positions in exchange-traded options written on the same stock. Assume that one option is for one underlying share. Assume that the dealer wishes to make her overall exposure to the stock delta-neutral and gamma-neutral by taking additional positions in the third put option (with the delta of -0.50 , gamma of 0.05 , and vega of 0.20 ) and in the underlying stock. What additional position must she take in the underlying stock to achieve delta-neutrality and gamma-neutrality