DCB Bank holds a portfolio that has a delta of 365,000, a gamma of 11,000, and a vega of 21,500 with respect to the Euro. The bank wants to reduce this delta to 115,000 using Euro forwards that have 6 months to maturity and a contract size of 1,000. The current dollar interest rate is 2.9% and the current Euro-zone interest rate is 1.6%. What position in these forwards should the bank take? DCB Bank holds a portfolio that has a delta of 365,000, a gamma of 11,000, and a vega of 21,500 with respect to the Euro. The bank wants to reduce this delta to 115,000 using Euro forwards that have 6 months to maturity and a contract size of 1,000. The current dollar interest rate is 2.9% and the current Euro-zone interest rate is 1.6%. What position in these forwards should the bank take