Please see question 6, just answer this one please! Thank you

Suppose in the previous question you believe that SMSI's stock price is not going to move much over the next 6 months and decide to speculate on this stability by entering into a long butterfly spread using the $90, $100, and $110 strike call options in the previous question. Assume the contract size of each option is 1 one share. Carry out the butterfly spread using 1,000 shares. That is, the spread will be constructed by going long 1,000 $90 strike calls, 1,000 $110 strike calls and shorting 2,000 $100 calls. 7. (a) What is the delta of this strategy? (b) What is the gamma of this strategy? (c) How would you make this both delta and gamma neutral (for the option, please use the $90 put option in the previous question) Suppose in the previous question you believe that SMSI's stock price is not going to move much over the next 6 months and decide to speculate on this stability by entering into a long butterfly spread using the $90, $100, and $110 strike call options in the previous question. Assume the contract size of each option is 1 one share. Carry out the butterfly spread using 1,000 shares. That is, the spread will be constructed by going long 1,000 $90 strike calls, 1,000 $110 strike calls and shorting 2,000 $100 calls. 7. (a) What is the delta of this strategy? (b) What is the gamma of this strategy? (c) How would you make this both delta and gamma neutral (for the option, please use the $90 put option in the previous question)