You have been given a portfolio of options on a certain stock, and you find that it has a $=3\mathrm{.}0$ and a $\backslash$Gamma $=1\mathrm{.}2.$ You are told $-$ and $\backslash$Gamma $-$hedge this portfolio. In addition to the stock itself, you have access to a call option with $$c $=0\mathrm{.}5$ and $\backslash$Gamma c $=0\mathrm{.}3,$ and a put option with $$p $=0\mathrm{.}5$ and $\backslash$Gamma p $=0\mathrm{.}3.$ Which of the following additions to your portfolio achieves your goals:

$($A$)$ Long $4$ calls, short $3$ stocks. $($B$)$ Long $5$ puts, short $1$ call.

$($C$)$ Short $2$ puts, short $2$ calls. $($D$)$ Long $6$ puts, short $0\mathrm{.}6$ shares.