An option portfolio on the same stock has a delta of 500 and vega of -40000.

(i) The current stock price is at $100, if the stock price goes up by 1%, how much will the portfolio value change?

(ii) Currently, the stock return volatility is at 40%, if the volatility increases to 41%, how much will the portfolio value change?  

(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)"