Urgent Question Option currency delta neutral portfolio

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ABC Bank has the following positions:
Short SF 100,000 calls with X = .95, T = 2-month, and delta = .533
Long SF 200,000 calls with X = .96, T = 3-month, and delta = .568
Short SF 100,000 put with X = .96, and T = 3-month.
The risk-free interest rates in US and SW are 4% and 2%
respectively.
What should the bank do to have a delta-neutral portfolio. Justify
your answer.

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