GW Bank has the following positions:

$*$ Short XY $100,000$ calls with X$=\mathrm{.}95,$ T$=2-$Month, and delta$=\mathrm{.}533$

$*$ Long XY $200,000$ calls with X$=\mathrm{.}96,$ T$=3-$Month, and delta$=\mathrm{.}568$

Short XY $100,000$ puts with X$=\mathrm{.}96,$ and T$=3-$Month

The risk$-$free interest rates is $4\%.$

What should the bank do to have a delta$-$ neutral portfolio?Justify your answer.