6. An option portfolio has a delta of 100 and a vega of 50. (a) If you can use the stock and a delta-neutral straddle with vega of 10 to hedge, how many shares of the stock -) and the straddle ( you need to neutralize the portfolio's delta and vega? (b) If you only have access to a 50-delta call and a 50-delta put, both with vega of 5, how many shares of the call and the put -) you need to neutralize the portfolio's delta and vega