For three European options, Call-I, Call-II, and Put-I, on a stock, you are given: Greeks Call-I Call-II Put-I Delta 0.5825 0.7773 -0.2197 Gamma 0.0651 0.0746 0.0069 Vega 0.0781 0.0596 0.4112 Suppose you create a portfolio by longing 1 unit of Call-I and shorting 2 units of Call-II, and you delta-gamma hedge using stock and Put-I. Calculate the vega for the portfolio. A -0.02 B 3.65 c C 4.97 D 5.21 E 12.19 Previous Overview