Q$1.$ Given the following data, calculate the Delta, $(),$ Gamma, $(),$ and Vega, $($v$),$

of portfolio $1,$ described in the left column of the table.

Q$2.$ Using the same data given in Q$1.$ determine the number of shares of the

underlying stock that must be

held together with portfolio $1$ in order to create a

new position that is:

Delta$-$neutral

Q$3.$ Using the same data given in Q$1.$ calculate the number of shares in calls $5$ that will

be required to create a Delta$-$neutral position with Portfolio $1.$ No shares of the underlying

stock are used in this problem.

Q$4.$ Using the same data given in Q$1.$ determine the number of shares of the underlying

stock and the number of shares in Call $5$ that must be held together with portfolio $1$ in

order to create a new portfolio that is:

Delta$-$Gamma neutral