gamma of a portfolio

1. What is the gamma of a portfolio consisting of 10 shares of stock S?
2. Verify that the expressions given in the text for all the Greeks of the European call option in the Black-Scholes model are indeed correct.
3. A pension fund manages a large portfolio whose current value is $2.7 billion. The value of the portfolio is assumed to satisfy the Black-Scholes model, with s = 0.25. The interest rate is r = 0.06. For simplicity, we assume zero dividend rate. Taf, the skilled fund manager, wants to protect the portfolio by replicating a put option on its value, with strike price K = 2.5 billion and maturity T = 1 year. What amount does Taf have to sell from the portfolio today, or add to the portfolio, in order to start replicating the put option?