Q4. A trader just shorted 100 of calls 1 and 100 of calls 2 from Q3. p2/2 4.1 Calculate the delta and the Gamma of this position. 4.2 Consider put 1 and put 2, which are on the same stock and with the same exercise prices and time to expiration as their respective calls from Q3. Calculate the number of the shares in put 1 and put 2 needed to create a delta-Gamma neutral portfolio consisting of the short calls (call 1 and call 2) and the two puts.