Question: Question 3 a and b please. Thank you 3) Use the information below to answer the following question. a. What position in option 1 and

Question 3 a and b please. Thank you

3) Use the information below to answer the following question. a. What position in option 1 and the underlying will make the portfolio delta and gamma neutral? b. What position in option 1, option 2, and the underlying asset will make the portfolio delta, gamma, and vega neutral? Gamma Vega Delta 0 Portfolio -400 -1000 Option 1 0.70 0.25 1.00 Option 2 0.55 0.50 0.75

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