Save an Click Submit to complete this assessment Question 2 10 points A financial institution has the following portfolio of over-the-counter options on sterling Type Position Delta Option Gamma of Option Vege of Option Call 1.000 OS 22 T.8 Call -500 08 0.6 0.2 Pur -2,000 040 13 0.2 500 0.70 1.8 1.4 Call A traded options available with a delta of 0.6, a gommo of 15, and a vege of 0.8. The delta of the portfolio The game of the portfolio is The Vegn of the portfolio To make institution portfolio amat the institution should hold position should be couroperiton the traded option. The number of the traded option To make this combined por After met de gamma of the the combined position of portland become traded option will have a deltof dela neutral Contorshor positii de inderlying the options, dong or short pontion in the traded option. The munher of the traded option To make institution's portfolio walion should hold poston should be Save an Click Submit to complete this assessment Question 2 10 points A financial institution has the following portfolio of over-the-counter options on sterling Type Position Delta Option Gamma of Option Vege of Option Call 1.000 OS 22 T.8 Call -500 08 0.6 0.2 Pur -2,000 040 13 0.2 500 0.70 1.8 1.4 Call A traded options available with a delta of 0.6, a gommo of 15, and a vege of 0.8. The delta of the portfolio The game of the portfolio is The Vegn of the portfolio To make institution portfolio amat the institution should hold position should be couroperiton the traded option. The number of the traded option To make this combined por After met de gamma of the the combined position of portland become traded option will have a deltof dela neutral Contorshor positii de inderlying the options, dong or short pontion in the traded option. The munher of the traded option To make institution's portfolio walion should hold poston should be