Special Motors Corporations stock price S is $86. A Call option with a strike price K=$85, the maturity T = 60 days, the implied volatility is 25% per year, and the risk-free rate r = 4% per year has a value of $4.28. Delta = 0.591320; Gamma = 0.044667. Another Call option on the same stock with a strike price K=$80, the maturity T = 60 days, the implied volatility is 25% per year, and the risk-free rate r = 4% per year has a value of $7.50. Delta = 0.796462; Gamma = 0.032449. Show how you would hedge a long call position using a delta and gamma hedging