A trader manages a portfolio that includes a position in 500 European call options on XYZ stock. Each call option has a delta of 0.6 and a gamma of 0.02. The current stock price is $100, and the portfolio has no other positions. The trader wants to delta hedge and gamma hedge the portfolio using the underlying stock and an additional position in European put options on the same stock. The put options have a delta of -0.4 and a gamma of 0.02. How many units of the stock and Put option are required for the delta and gamma hedge