Consider a portfolio that is long 19 index options that have a delta of -0.15, gamma of 0.012, vega of 0.072, and contract size of 1,000 index units and short 11 index options that have a delta of -0.45, gamma of 0.036, vega of 0.046, and contract size of 1,000 index units. What is the vega of this portfolio with respect to the index