12. Derivative A has the following Greeks today: AA = 0, VA = 0.3 and TA = 1.1. Derivative B has the following Greeks today: AB = 0, VB = 0.4 and le = 2. You write a derivative X with the following Greeks today: Ax = 300, Vx = 120 and Ix = 48. All three derivatives are for the same underlying asset. What position should you take in the underlying asset, derivative A, and derivative B to be delta- gamma-, and vega-neutral today? 12. Derivative A has the following Greeks today: AA = 0, VA = 0.3 and TA = 1.1. Derivative B has the following Greeks today: AB = 0, VB = 0.4 and le = 2. You write a derivative X with the following Greeks today: Ax = 300, Vx = 120 and Ix = 48. All three derivatives are for the same underlying asset. What position should you take in the underlying asset, derivative A, and derivative B to be delta- gamma-, and vega-neutral today