You own a $10 million position in a stock, which currently trades at $50 a share. A 6-month call option and put option are available on the stock, both with a strike price of $50. The call has a delta of 0.5977, and the put has a delta of -0.4023. To create a delta neutral portfolio, you should:

		Buy 300,703 put options.
		Write 334,616 call options.
		Buy 334,616 call options.