Problem 215 of 333EasyFinanceP215

Call gamma versus put gamma

A European call and a European put on a non-dividend stock have the same strike and expiry. Which has more gamma? How are their deltas related? With $S = K = 100$ , $\sigma = 20\%$ , $T = 1$ , $r = 0$ , how many shares do you trade to delta hedge a long position in 200 puts?
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