Consider an investor who has a portfolio with Delta, Gamma and Vegia given in the table below. The Investor can also trade a stock and options 1 and 2 written on this stock which Delta Gamma, and Vega are given in the table below. Delta Gamma Vega Portfolio 120 250 400 Option 1 0.3 0.5 2.0 Option 2 -0.6 10 3.0 Answer the following three questions: (2 marks) How many stock shares investor has to buy/short to make her portfolio Delta-neutral? Select one: O A. Short 120 shares O B. Buy 120 shares O C. Short 1.2 shares O D. Short 100 shares 1 (3 marks) How many stock shares and options f investor has to buy/short to make her portfolio Delta- and Gamma-neutral? Select one O A. buy 30 shares, short 500 options 1 O B. Short 80 shares, buy 500 options 1 O C. buy 80 shares, short 500 options 1 O D. Short 30 shares, buy 500 options 1 (4 marks) How many stock shares, options 1, and options 2 investor has to buy short to make her portfolio Delta., Gamma-, and Vega-neutral? Select one: O A Short 920 shares, short 1400 options 1and buy 600 options 2 O B. Short 690 shares, buy 700 options 1, short 600 options 2 O C. buy 690 shares, short 700 options 1, buy 600 options 2 O D. Buy 920 shares, short 1400 options 1, and buy 600 options 2