Consider a portfolio dependent on the price of a single asset with a delta (A) of 5,000 and a gamma (I) of -2,000. The price of the underlying asset is currently 85. a) Interpret the numbers of the delta and the gamma (10 marks] b) Identify a position to make the portfolio delta neutral (10 marks) c) After a short period of time the price of the underlying asset increases to E87 Estimate the new delta (15 marks) d) Identify the position necessary to keep the portfolio delta neutral (15 marks]