The asset price follows the Black$-$Scholes model with S$0=12$ Euro, volatility $\backslash$sigma $=30\%,$

strike price K $=10$ Euro and risk free rate r $=2\%$ per year. Consider two European Call

and Put options written on the underlying asset, with maturity is T $=2$ years. Show how

it is possible to make $$ and $\backslash$Gamma $-$neutral the portfolio set up by one short position in the Call,

two long position in the Put and two long positions in the asset, if we can also invest in a

second Call option written on the same underlying, but having strike price K $=12$ Euro.