Question 8 (18 points) Consider a portfolio that is delta neutral, with a gamma of -6,000 and a vega of -9,000. The options shown in the table can be traded. Please write down the steps for all sub-questions. Delta Gamma Vega Portfolio 0 -6,000 -9,000 0 0.5 0.5 1.5 Option 1 Option 2 0.8 0.7 0.9 (a) What position in the underlying asset and option 1 will make the portfolio delta and gamma neutral? (5 points) (b) What position in the underlying asset and option 2 will make the portfolio delta and vega neutral? (5 points) (c) What position in the underlying asset, option 1, option 2, will make the portfolio delta, gamma, and vega neutral? (8 points)