You have written (sold) a three-month European call option at a strike price of $500. The current stock price (So) is $492.00, the annual risk-free interest rate is 4%, and the volatility of the underlying is 10%. There is another European call with the same maturity and underlying being sold on the market with a strike price of $505. You wish to construct a gamma hedge. Using the underlying and additional option, choose ni and n2 so that Acsold = n;XAS + n2 X Acadditional - What is the value of n2? You have written (sold) a three-month European call option at a strike price of $500. The current stock price (So) is $492.00, the annual risk-free interest rate is 4%, and the volatility of the underlying is 10%. There is another European call with the same maturity and underlying being sold on the market with a strike price of $505. You wish to construct a gamma hedge. Using the underlying and additional option, choose ni and n2 so that Acsold = n;XAS + n2 X Acadditional - What is the value of n2