b. A financial institution has the following portfolio of over-the-counter options. Option Position Delta of Option W 120 0.9 X -80 1.2 Y 250+ (20 x Y) -0.8 Z -180 0.9 Gamma of Option 1.8 0.5 1.1 1.7 Vega of Option 1.5 0.4 0.9 1.2 Traded option A is available with a delta of 0.3, a gamma of 1.2, and a vega of 0.5. Traded option B is available with a delta of 0.6, a gamma of 1.8, and a vega of 0.9. What position in the traded options and in underlying stock would make the portfolio delta neutral, gamma neutral and vega neutral? (9 marks) mutam