(Only typing....don't upload photos for answer)

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Problem 11.17 You hold a portfolio with A(V) = 400, T(V) = 200, Vega(V) = 100. You can trade in the underlying asset, in a call option with A(C) = 0.2, r(C) = 0.1, Vega(C) = 0.2 and in a put option with A(P) = -0.5, r(P) = 0.2, Vega( P) = 0.1. How many shares of the asset, call and put options you trade in order to make the portfolio A-, I- and Vega-neutral