Assume no arbitrage unless otherwise noted. Derivative A has the following Greeks today: AA = 0,VA=0.52, and I'A = 1.42. Derivative B has the following Greeks today: AR = 0, vp = 0.57, and IB = 2.11. You write a derivative X with the following Greeks: Ax = 332, vx = 124, and I'x = 58. All three derivatives are for the same underlying asset. How many shares of the underlying asset, derivative A, and derivative B should you add to your portfolio to make it simultaneously A, V, and IT-neutral? Enter the following solutions to three decimal places. Amount of stock: shares shares Amount of derivative A: Amount of derivative B: shares