A - Consider a portfolio that has a delta of 310 with respect to some asset. If the asset changed in price by -0.1% from an initial price of $65, what is the resultant change in the value of this portfolio?

B - Consider a portfolio that has a delta of 1,000, gamma of 60, and vega of 770 with respect to some asset. On a day when the asset has a dollar return of $3 and the implied volatility increases by 0.006, that is the resultant change in the value of this portfolio?