Suppose you are a trader on a derivatives desk and you have sold 5000 call options to a client. You engage in transactions in a second option (on the same underlying stock) to make your portfolio gamma neutral, but your portfolio delta is 2,115. Which of the following transactions will allow you to become delta neutral, while still remaining gamma neutral? sell shares in the underlying stock sell contracts in a third option (on the same underlying) O buy shares in the underlying stock not enough information O buy contracts in a third option (on the same underlying).