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?

_________________________

A) 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.

C) You need to sell 778 units of B and buy 241 shares of stock.

D) You need to buy 778 units of B and sell 241 shares of stock.

E) None of the above is correct.