i need the answer quickly

14. Robert the Trader has already written 1,000 call options with (percentage) delta of 0.670 and gamma of 0.090 such that his position delta is -670.0 and his position gamma is -90.0. He can buy or sell another call option on the stock: this additional call option has (percentage) delta of 0.560 and gamma of 0.150. Which trade will neutralize delta and gamma? A. Buy 600 call options and buy 334 of the underlying shares B. Buy 400 call options and sell 215 of the underlying shares c Sell 300 call options and buy 180 of the underlying shares D. Sell 260 call options and sell 155 of the underlying shares . . 15. A portfolio has the following position Greekse delta --300, gamma = -150, and vega - 3,000. A trader wants to neutralize all three Greeks and, in addition to the underlying shares, can use the following two options: Call option with the following percentage Greeks: delta = 0.60, gamma=0.20, and vega 10.0 Put option with the following percentage Greeks: delta = -0.40, gamma = 0.30, and vega - 20.0 Along with the underling shares, which set of trades will make the total position delta-gamma- vega neutral? (hint: first make the portfolio gamma-vega neutral, then use shares to neutralize delta) A. Short 800 of the calls; long 150 of the puts, and short 500 of the underlying shares B. Short 1,500 of the calls, short 680 of the puts, and long 770 of the underlying shares C Long 2,100 of the calls, short 900 of the puts; and short 1,320 of the underlying shares D. Long 3,000 of the calls; short 1,750 of the puts; and long 540 of the underlying shares 16. What is, respectively, the delta of an at-the-money (ATM) six-month European call and put option on a non-dividend-paying stock when the riskless rate is 4.0% per annum and the stock price volatility is 28%? A. 0.20 (ATM call) and -0.20 (ATM put) B. 0.20 (ATM call) and -0.80 (ATM put) C. 0.58 (ATM call) and -0.58 (ATM put) D. 0.58 (ATM call) and -0.42 (ATM put)