ABC Bank has the following portfolio of over-the-counter options on the same underlying asset: 1 Two traded options are available. Traded option A has a delta of 0.6 , a gamma of 1.0, and a vega of 0.5 ; Traded option B has a delta of 0.7 , a gamma of 1.5 , and a vega of 0.9 (a) Calculate the delta, gamma and vega of the portfolio