Consider the following information. For S = 100, X = 100, r = 5%, o = 30%, and T = 1 months: Call Option Put Option Price Delta Gamma Vega Price Delta Gamma Vega 0.536 0.046 0.115 3.243 -0.464 3.659 0.046 0.115 Suppose you hold an existing portfolio with a long position in 3,200 shares of stock and a short position in 10 put contracts. You want to create a delta- neutral position using the call option. How many call option contracts (rounded to the nearest whole contract) and what type of position (long or short) must you establish a position in? (Note: 1 contract=100 shares) a) Should you long or short the call option contract? Please input long or short in lower case. Your answer: b) How many call options contracts should you trade? Please input only the number of contracts to trade; round the number to the nearest whole number. Your