"Consider the following 4 option portfolios: (1) 1-year 25-delta put - 1-year 25-delta call, (2) 1-year 25-delta call + 2-year 25-delta put, (3) 1-year 75-delta call - 2-year 25-delta put, (4) 2-year 40-delta call + 2-year 50-delta put. (a) Which option portfolio leads to a delta-neutral position? (b) Which portfolio leads to the longest delta position? (c) Which portfolio leads to the shortest delta position? (d) Which portfolio leads to a vega-neutral position? (Answer the questions using a clean integer number with no decimal, no dots, no parentheses)"