(a) Let $ 7.0863 be the price of a European call option with strike $ 45 and expiration . in 9 months; and let its delta be 0.7953 and its gamma be 0.0328. The current stock price is $ 50, volatility of the stock is 20%, and the annual continuously compounded interest rate is 3%. Find the time decay of this call. (b) You hold a portfolio with Delta 300, Gamma 200 and vega 89. You can trade in the underlying asset, in a call option with Delta 0.2, Gamma 0.1, and vega 0.1, and in a put option with Delta 0.8, Gamma 0.3, and vega 0.2. What trades do you make to obtain a Delta-, Gamma-, and vega-neutral portfolio? >