5. Suppose a portfolio is delta neutral, with gamma of -5,000 and a vega of -8,000. The options with delta, gamma and vega are shown in the table below can be traded.

(a) What position in option 1 and underlying shares will make the portfolio delta and vega neutral?

(b) What position in option 2 and underlying shares will make the portfolio delta and gamma neutral?

(c) What position in option 1, option 2 and underlying shares will make the portfolio delta gamma and vega neutral?