answer both correctly for an upvote

Assume the Black-Scholes framework. For a nondividend-paying stock, you are given: i) The current stock price is 100. ii) The Delta and Gamma of a 100- strike European call option expiring in 2 years are 0.68 and 0.01, respectively. You have just sold 5000 units of 100- strike European put option expiring in 2 years. Determine the number of stocks you need buy or sell to Delta- hedge your position. Possible Answers A Sell 1600 shares of stock. B Sell 3400 shares of stock. c Buy 1600 shares of stock. D Buy 3400 shares of stock. E None of the above answers is correct. You are given the following information about two options, A and B, on the same stock: A B Delta 0.56 0.41 Gamma 0.07 0.09 You have just purchased 1000 units of A. You wish to Delta-Gamma-hedge your position. Which of the following is true? Possible Answers You need to sell 778 units of B and 241 shares of stock. B You need to buy 778 units of B and 241 shares of stock. You need to sell 778 units of B and buy 241 shares of stock. You need to buy 778 units of B and sell 241 shares of stock. None of the above is correct