You are a trader. One of your portfolios is short 100 calls on a stock with strike $14, and also long 200 forward contracts on the stock. All contracts are due to expire in 9 months. The stock is currently trading at $15, and its volatility is estimated at 25% p.a.; it pays a dividend of 3% p.a.c.c. The risk free rate of interest is 5% p.a.c.c. How can you make this portfolio delta neutral?