(c) (15 points) Consider a portfolio consisting of a long position in 1,000 puts. Suppose there are two additional traded options on the stock, denoted Option 1 and Option 2, with the following Deltas, Gammas, and Vegas Delta 0.5000 0.5000 Vega 2.0000 1.1800 Option 1 0.5500 Option 2 0.7995 Determine 1) the positions (rounded to the nearest integer values) in Option I and Option 2 needed to make the portfolio both Gamma and Vega neutral, and ii) the position (rounded to the nearest integer value) in the stock needed to make the portfolio Delta-neutral afier it has been made Gamma and Vega neutral (c) (15 points) Consider a portfolio consisting of a long position in 1,000 puts. Suppose there are two additional traded options on the stock, denoted Option 1 and Option 2, with the following Deltas, Gammas, and Vegas Delta 0.5000 0.5000 Vega 2.0000 1.1800 Option 1 0.5500 Option 2 0.7995 Determine 1) the positions (rounded to the nearest integer values) in Option I and Option 2 needed to make the portfolio both Gamma and Vega neutral, and ii) the position (rounded to the nearest integer value) in the stock needed to make the portfolio Delta-neutral afier it has been made Gamma and Vega neutral