Consider the following underlying (portfolio) and options: From the information in the following table, estimate a. What position should be taken in option A and the underlying asset for vega and delta neutrality? b. What position should be taken in option B and the underlying asset for gamma and delta neutrality. Note: when answering part (b) do not assume that the position in part (a) has been taken. c. What position should be taken in the two options and the underlying asset for delta, vega, and gamma neutrality