Aportfolio manager has a number of currency options (AUD/USD) in her portfolio: c) Long 100,000 call options, K 0.55, T-3/12, Delta 0.6 Short 200,000 call options, K 0.56, T-5/12, Delta 0.4 Short 50,000 put options, K 0.56, T 2/12, Delta=-0.5 delta neutral What is the delta of her portfolio? What position is required to have portfolio? a