Question: Use the information below to answer the following question. What position in option 1, option 2, and the underlying asset will make the portfolio delta,

Use the information below to answer the following question. What position in option 1, option 2, and the underlying asset will make the portfolio delta, gamma, and vega neutral?

Delta Gamma Vega

Portfolio 0 400 900

Option 1 0.70 0.25 1.00

Option 2 0.55 0.50 0.75

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