"An option portfolio on the same stock has a delta of 500 and vega of -40000. (1) The current stock price is at $100, if the stock price goes up by 196, how much will the portfolio value change? (integer) (ii) Currently, the stock return volatility is at 40%, if the volatility increases to 41%, how much will the portfolio value change? (in integer). (iii) If you can use the underlying stock and a delta-neutral straddle with a vega of 5 to hedge the portfolio risk, how many shares of the stock and how many shares of the straddle do you need to neutralize the portfolio's delta and vega exposure? (All answers in integers)" "An option portfolio on the same stock has a delta of 500 and vega of -40000. (1) The current stock price is at $100, if the stock price goes up by 196, how much will the portfolio value change? (integer) (ii) Currently, the stock return volatility is at 40%, if the volatility increases to 41%, how much will the portfolio value change? (in integer). (iii) If you can use the underlying stock and a delta-neutral straddle with a vega of 5 to hedge the portfolio risk, how many shares of the stock and how many shares of the straddle do you need to neutralize the portfolio's delta and vega exposure? (All answers in integers)