Portfolio P has a delta of zero and a negative gamma. Which of the following statements is correct?

	a.	To make the portfolio gamma neutral, the trader needs to buy additional shares of stock
	b.	Gamma means that the change in the rate of gain (loss) in portfolio value as stock price gets higher.
	c.	Gamma measures the change in the dollar value in portfolio value per $1 increase in the stock price.
	d.	The portfolio consists of a long stock position and a long put position, because gamma is negative.