Question: A portfolio has two options: Option 1 is long call with a vega of 0.2 and option 2 is a short put with vega 0.4.

A portfolio has two options: Option 1 is long call with a vega of 0.2 and option 2 is a short put with vega 0.4.

Option 1 is to buy 50 shares and option 2 is to sell 80 shares. The options have the same gamma. What is the position vega of the portfolio?

A.42

B.- 22

C.-42

D. 22

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