The delta and gamma of the portfolio held by an option dealer are + 4 104 and + 1305 respectively. The gamma of both calls and puts with a strike price of $10,50 and with three months to maturity is 0,261. The current market price of the underlying non-dividend paying share is $10. The implied volatility of the share is 30% p.a. and three-month risk-free interest rate 3,06% p.a. What would be the most cost-efficient way to make the portfolio delta-gamma-neutral based on transactions on either of the options and the underlying shares? Give your reasons why the transactions that you suggest are the most cost-efficient way to achieve the delta-gamma-neutrality (Use either numerical example or logical reasoning or their combination to prove this)