Problem 6 A portfolio containing derivative securities on only one asset has Delta 2500 and Gamma 400. A call on the asset with A(C) = 0.5 and I(C) = 0.35, and a put on the same asset, with A(P) = -0.6 and 1(P) = 0.15 are currently traded. How do you make the portfolio Delta-neutral and Gamma-neutral