Question: 3) Use the information below to answer the following question. What position in option 1, option 2, and the underlying asset will make the portfolio

3) Use the information below to answer the following question. What

3) Use the information below to answer the following question. What position in option 1, option 2, and the underlying asset will make the portfolio delta, gamma, and vega neutral? Delta Gamma Vega -900 0 -400 Portfolio Option 1 Option 2 0.70 0.25 1.00 0.55 0.50 0.75 3) Use the information below to answer the following question. What position in option 1, option 2, and the underlying asset will make the portfolio delta, gamma, and vega neutral? Delta Gamma Vega -900 0 -400 Portfolio Option 1 Option 2 0.70 0.25 1.00 0.55 0.50 0.75

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