An investor has a portfolio with following calculated Greek coefficients: delta and vega. The delta of this portfolio is $0$ while the vega of this portfolio is $-8000.$ Derivatives available on the market based on the same underlying instruments as this portfolio have the following characteristics: delta: $0\mathrm{.}6$; gamma: $0\mathrm{.}5$; vega $2\mathrm{.}0.$

a$)$ What are the "Greeks" and what is their role on option market? Explain briefly. $(3$ points$)$

b$)$ Please make proper modifications to set the vega parameter of this portfolio to $0.(2$ points$)$

c$)$ What is the result of having vega of this portfolio equal to $0?$ After the adjustments from b$),$ is the portfolio still immune to changes in the price of the underlying? $(2$ points$)$

d$)$ What actions should be taken to make the portfolio both delta and vega neutral? $(3$ points$)$