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5. Pick any call option from problem 4, and consider delta and gamma hedging a short position on this call, using the underlying stock and a put with the same X and T as the call. Calculate the investment position in the stock and the put. Remembering put-call parity, will you ever need to adjust your hedge portfolio? 5. Pick any call option from problem 4, and consider delta and gamma hedging a short position on this call, using the underlying stock and a put with the same X and T as the call. Calculate the investment position in the stock and the put. Remembering put-call parity, will you ever need to adjust your hedge portfolio