Consider two options Option 1. Stock ABC Call with 180 days to maturity and strike price $60. Option 2: Stock ABC Put with 18 days to maturity and strike price $40. The ABC price is $50, and we assume that the implied volatilities of Option 1 and Option 2 are 30% and 40% respectively. Assume the trader is long 1000 contracts of Option 1 and 2000 contracts of Option 2. What is the value of her position? How many share of ABC should the trader buy or sell in order to be delta-neutral. What would be the Total Gamma of her position after hedging with stock.(Each option is for one share., assume Rate=0, dividend=0).