A long futures position would have which of the following characteristics? O a. Vega is positive O b. Delta is positive OC. Gamma is positive O d. Futures price is a convex function of the underlying price Which of the following strategies yields positive profits when the stock price is low but not when the stock price is high? O a Write put with low strike buy put with high strike Ob. Buy call, buy put with the same strike price OC. Buy put, buy underlying stock Od. Write call write put with the same strike price