Will rate for quick correct answer

Please use the information below for the first 5 questions. This options chain is for stock XYZ, which is currently priced at $16.55. The risk free rate is 9%, and there is one month (i.e. 1/12 of a year) to expiration. There is no dividend between now and expiration. Use the "last" price for each question. Calls Puts Last Net Bid Ask Vol IV Delta Gamma Int Strike Last Net Bid Ask Vol IV Delta Gamma Int 1.4 +0.355 1.39 1.47 66 0.39 0.72 0.16 1506 F 15.500 0.4 0.115 0.38 0.4 155 0.41 -0.28 0.16 535 1.09 +0.32 1.09 1.11 649 0.39 0.63 0.19 1517 F 16.000 0.57 -0.17 0.54 0.57 284 0.4 037 0.18 527 0.82 +0.255 0.8 0.85 375 0.38 0.53 0.2 1131 F 16.500 0.8 -0.23 0.76 0.8 49 0.39 -0.47 0.2 171 0.62 +0.21 0.58 0.63 747 0.38 0.43 0.2 1073 F 17.000 1.17 -0.195 1.02 1.09 8 0.39 -0.56 0.19 49 0.44 +0.15 0.44 0.46 746 0.39 0.35 0.18 1024 F 17.500 1.47 -0.295 1.37 1.44 2 0.4 -0.65 0.18 4 0.32 +0.105 0.32 0.34 109 0.4 0.27 0.16 337 F 18.000 2.2 - 40 1.74 1.83 0 0.41 -0.72 0.16 D Question 3 1 pts Please refer to the options chain shown above. Assume you own 1000 shares of F stock. Using the 16.500 call, what position would provide you with a risk-free (i.e. delta neutral) position? 5 short calls (i.e. on 500 shares of stock) 20 long calls (i.e. on 2,000 shares of stock) 20 short calls (i.e. on 2,000 shares of stock) 18 short calls (i.e.on 1,800 shares of stock) 18 long calls (i.e. on 1,800 shares of stock)