Please help

Q4. Delta and Gamma with Uniform Distribution (15 points) Current underlying price at 100, and you expect price at expiration follows uniform distribution with mean absolute deviation of 20. You short 10 PUTs with strike at 80. Q4a. What is the TOTAL delta of your 10 short PUT position? (1 point) Q4b. How many shares do you need in order to offset PUT delta from Q4a? Do you long or short the underlying shares (1 point)? Q4c. What is the total gamma value of your hedged PUT positions from Q4a and Q4b? (1 point) Q4d. For the hedged put position (short 10 puts, hedged with shares), what is the PnL from (starting) delta, and from gamma when underlying moves from 100 to 80, respectively? (2 points)