Question: Based on the data provided in the table below, delta, gamma, and veganeutralize the option portfolio with the $55-strike and the $60-strike call options described

Based on the data provided in the table below, delta, gamma, and veganeutralize the option portfolio with the $55-strike and the $60-strike call options described below. Determine the position that should be established in each of these two options by solving the two-equation-two-unknown system analytically rather than numerically.

Portfolio 55-Strike 0.75-year call 60-Strike 0.25-year call

Delta 3.99630 0.50320

Gamma 0.41159 0.02047

Vega 2.31518 0.17274

Answer: -10.05710 and-7.23351

I need the calculations with clarification

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