You have a portfolio V with A(V) = 1500 and I(V) = 300. You want to hedge the portfolio by taking positions on the put P and call C option whose A(P) = -0.4, r(P) = 0.1, A(C) = 0.3, r(C) = 0.25 in order to make the portfolio Delta and Gamma neutral. Find the put and call options