This is the entire question, there were no tables or any other information given.

You just sold an at-the-money European Call option on a stock that pays no dividends. The size of this option contract is 100, the current stock price is $50, and the volatility and interest rate parameters are o = 25% and r = 5%. You decide to Delta-Gamma hedge your portfolio. That is, you plan to buy and sell shares of the stock and other options in order to have a portfolio that is simultaneously Delta and Gamma neutral. After looking at the market, you elect to use call options with a strike of $60. The prices and sensitivites of these options are as follows: Strike Option Price A r $50 $6.17 0.6274 0.1056 $60 $2.51 0.3430 0.1026 What are the number of shares and call options with a $60 strike that you should buy or sell to hedge the call you sold? What was the cost of your hedge? Is this a perfect Delta-Gamma hedge? If not, what are the overall Delta and Gamma of your portfolio? If in the next 5 minutes the underlying security appreciates $5, how much do you expect to lose or gain