Consider the following option portfolio:

Options	Number	Position	Strike	Premium	Delta	Vega
Put	1	Short	9	2.8824	-0.75	0.24
Call	2	Long	10	3.9594	0.64	0.11
Call	2	Short	11	3.4471	0.5	0.14
Put	1	Long	12	1.6629	-0.34	0.21

Calculate the Vega and Delta of the portfolio, estimate the price strategy whether the underlying price moves from 11 to 12, explain how could Vega and Delta hedge the position. For the Hedge you can use a call option with a Delta of 0.55 and vega 0.15.