Which of the following is true about the option Greeks?

I.$$ When Gamma is high Theta is also high

II$.$The Delta of a deep in$-$the$-$money Call option is close to $1$

III.$$ When on it's expiration date an option is at$-$the$-$money, the Gamma of the option will be extremely high

IV$.$ When being short Gamma, re$-$balancing the delta hedge is costly$,$ whereas when long Gamma, re$-$balancing the Delta hedge is beneficial

Question $11$ options:

I., II$.$ and IV$.$ only

all statements I. through IV$.$

I., II$.$ and III. only

II$.,$ III. and IV$.$ only