GW Bank has the following positions:

*Long XYZ 100,000 calls with X=95, T=2-Month, and delta=.568

*Short XYZ 200,000 calls with X=100, T=3-Month, and delta=.533

*Long XYZ 100,000 puts with X=100, and T=3-Month

The risk-free interest rate is 2%.

What should the bank do to have a delta-neutral portfolio?

Justify your answer.