Please Use Numerical Explanation.

5. The delta and gamma of the portfolio held by an option dealer are 4 000 and + 1 400, respectively. The gamma of both calls and puts with a strike price of $11 and with six months to maturity is 0.175. The current market price of the underlying non-dividend paying share is $10. The implied volatility of the share is 31% p.a. and six-month risk-free interest rate 2% p.a. What would be the most cost-efficient way to make the portfolio delta-gamma-neutral based on transactions on either of the options and the underlying shares? Give Your reasons why the transactions that You suggest are the most cost-efficient way to achieve the delta-gamma -neutrality (Use either numerical example or logical reasoning or their combination to prove this)