Question: Consider again the situation in Problem 8.17. Suppose that a second traded option with a delta of 0.1, a gamma of 0.5, and a vega

Consider again the situation in Problem 8.17. Suppose that a second traded option with a delta of 0.1, a gamma of 0.5, and a vega of 0.6 is available. How could the be made delta, gamma, and vega neutral?

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