A trader holds a portfolio with a delta of 0 and a gamma of 5000. Which of the following is true?

	a.	The portfolio is short options, long underlying stock
	b.	The portfolio is short stock only, no option holding
	c.	The portfolio is short options only, no stock holding
	d.	The portfolio is long options, short underlying stock

Option _______ is a dollar change in the value of the option per $1 change in the value of the underlying.

	a.	Delta
	b.	Elasticity
	c.	Vega
	d.	Theta