please answer with correct letter choice

Suppose that the portfolio is delta neutral and has a gamma of 10000 and Vega of 16000. There exist two call options. Call option 1 has a delta of 1.2, gamma of 1, and Vega of 4.0. The call option 2 has a delta of 1, gamma of 1.6, and Vega of 2.4. How can the portfolio be made gamma neutral? (1.5 marks) A. Either long 10000 Call Option 1 or short 6250 Call option 2 B. Either short 10000 Call Option 1 or long 6250 Call option 2 C. Either short 10000 Call Option 1 or short 6250 Call option 2. D. Either Long 10000 Call Option 1 or Long 6250 Call option 2 QUESTION 7 For banks, which statement is correct. (1 mark) A. Deposits' duration is lower. B. Loans duration is higher. C. Tier 1 Capital includes common equity. D. Asset-Liability duration mismatch causes interest rate risk. E. all of the above