Consider a stock and two European call options of the stock. The price, Delta, and Gamma of the two options are given by the following table. Suppose you are a market maker and do not have any share of the stock in your inventories. Given that one of your clients wants to long ONE share and you have to take a short position. Construct a Delta-Gamma neutral portfolio, which only consists of the short position and the 40 -strike and 45 -strike call options