Nero Drilling stock sells for $20 a share. The annual interest rate is 5%, and the annual standard deviation on Nero Drilling stock is 60%. The time to expiration of all options is 6 months. You are short 100 call options on Nero with a strike price of 15. To hedge you position, you can buy or sell Nero Drilling stock, or put options on Nero Drilling at the money. Given all this: A: Derive the position you will take if you want to delta hedge your position. B: Derive the position you will take if you want to delta-gamma hedge your position