Position Delta Gamma Type Put Call -0.10 140 200 0.20 0.04 0.30 a. What are the Delta and Gamma of this portfolio of options? (2 points) b. Option A has a Delta of 0.4 and a Gamma of 0.2. What position in Option A will make the portfolio Delta neutral? (4 points) c. The underlying stock has a Delta of 1 and a Gamma of 0. What position in Option A and the underlying stock will make the portfolio both Delta neutral and Gamma neutral? (6 points)