You hold a portfolio with A(V) 200, 400, T(V) Vega(V) = 100. You can trade in...

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You hold a portfolio with A(V) 200, 400, T(V) Vega(V) = 100. You can trade in the underlying asset, in a call option with A(C) = 0.2, (C) 0.1, Vega(C) = 0.2 and in a put option with A(P) = −0.5, Ã(P) = 0.2, Vega(P) = 0.1. How many shares of the asset, call and put options you trade in order to make the portfolio A-, T- and Vega-neutral? = = = You hold a portfolio with A(V) 200, 400, T(V) Vega(V) = 100. You can trade in the underlying asset, in a call option with A(C) = 0.2, (C) 0.1, Vega(C) = 0.2 and in a put option with A(P) = −0.5, Ã(P) = 0.2, Vega(P) = 0.1. How many shares of the asset, call and put options you trade in order to make the portfolio A-, T- and Vega-neutral? = = =