Please solve both ( however I will be thankful for the answer to one of the questions as well)

Question 1

The investor has a long position in call options per 500 units of the underlying. The current price of the underlying instrument is 49PLN. The delta of the call option per underlying unit is 0.522. The following week, the price of the underlying instrument decreased to 48.12. and the delta of this option per unit of the underlying instrument is now 0.482. What adjustments in the underlying instruments must the investor make between the first and the second week if the dynamic delta strategy were used?

a) to sell 261 units of underlying

b) to buy 20 units of underlying

c) to buy 261 units of underlying

d) to sell 20 units of underlying

Question 2

The investor yesterday took a short position in 10 futures contracts for the WIG20 index on the Warsaw Stock Exchange (remember about the multiplier). The price of the contract was 1990. Today the price of this contract at the end of the day is 1999. If the amount of the maintenance margin is 7.5% of the contract value, and the amount of the initial margin is 120% of the maintenance margin, what amount the investor has today on the margin account after a marking-to-market procedure?

a) 1701

b) 34020

c)17010

d) 28050