You have a portfolio of options on stock XYZ that has a delta ${}_{pf}=40$ and a gamma ${}_{pf}=300$

How can you make the current portfolio delta$-$gamma neutral by buying or selling the stock

and another call option on the same underlying but with a different strike price and expiration

than the ones you already have, which has a gamma of $0\mathrm{.}03$ and a delta of $0\mathrm{.}6.$

a$.$ You would need to short $10,000$ calls and long $5,960$ stocks of XYZ$.$

b$.$ You would need to long $10,000$ calls and long $5,960$ stocks of XYZ$.$

c$.$ You would need to long $4,040$ calls and short $5,960$ stocks of XYZ$.$

d$.$ You would need to short $5,960$ calls and long $10,000$ stocks of XYZ$.$

e$.$ None of the above