3 f An options portfolio consists of the following positions: 1. Call: Position = -1000, Delta = 0.50, Gamma = 2.2, Vega= 1.8 2. Call: Position=-500, Delta = 0.80, Gamma = 0.6, Vega=0.2 3. Put: Position=-2000, Delta = -0.40, Gamma = 1.3, Vega=0.7 4. Call: Position = -500, Delta = 0.70, Gamma = 1.8, Vega= 1.4 A traded option is available with a delta of 0.6, a gamma of 1.5, and a vega of 0.8. What position in the traded option and in sterling would make the a portfolio both gamma neutral and delta neutral? Select one: a. Long 4,000 traded options and a short position of 1,950 in sterling b. Long 5,000 traded options and a short position of 2,550 in sterling Short 5,000 traded options and a short position of 2,550 in sterling Od Short 4,000 traded options and a short position of 1,950 in sterling The correct answer is: Long 4,000 traded options and a short position of 1,950 in sterling