A trader has written 100 call options with a delta of 0.6 and vega of 2 and 200 put options with delta of -0.3 and vega of 0.8. In addition to that, the trader purchased 50 call options with delta of 0.5 and vega of 1.4. The table below summarizes the delta and vega of the option positions:

Position	Delta	Vega
Call (short 100)	0.6	2
Put (short 200)	-0.3	0.8
Call (long 50)	0.5	1.4

A) What are the delta and vega of the traders portfolio?

Delta of the portfolio is: ;

Vega of the portfolio is:

B) If another option with delta of 0.1 and vega of 0.5 is available, what position in that option will make the portfolio vega-neutral (indicate long or short)?

For vega-neutrality use (enter number of options): ;

Specify either "long" or "short":

C) After achieving vega-neutrality with the traded option in B), what position in the underlying asset will make the new portfolio delta neutral as well (indicate long or short)?

For delta-neutrality use (enter number of shares): ;

Specify either "long" or "short":