For this question please refer to the following call options: Call Options C2 C3 C4 Strike Price x:$100 x:$110 x: 5100 Time to Maturity T = 180 days T = 180 days T: 90 days Option Prion 10.3 6.06 6.91 Delta 0.5151 0.4365 0.582 Gamma 0.0151 0.0187 0.0252 Theta 712.260? 711.4208 715.8989 Vega 26.8416 27.6602 19.3905 Rho 25.2515 13.5394 12.5464 A trader can create a delta neutral portfolio from a stock and a call option written on that stock or from a stock and a put option written on that stock. ln general, a stock plus one option can be made neutral to one of the Greek parameters. a] A portfolio composed of a stock and a single option written on that stock can only be made both delta and gamma neutral if what special condition is true? b] Create a portfolio that is both Delta and Gamma neutral uslng stock, call C2 and call C3. Also calculate and comment on this portfolio's theta, vega and rho