Hey everyone I'm having a really hard time with this problem and I was wondering if anyone can please help me, I would really appreciate it!

The price of a non-dividend paying stock is $50. The continuously compounded risk free rate of return is 8%. An at-the-money 3-month European call has a price of $3.48, a delta of .5824, and a gamma of .0521. A $55 strike, 4 month call option has price of $2.05, with delta of .3769 and gamma of .0441. A market maker writes 100 of the $50 strike call options and delta-gamma hedges the position. What is the investment that is required to create the delta-gamma hedged position?

Answer: $579.83

Thank you so much for your help!