For two European options, Put-I and Put-II, you are given: Greek Put-I Put-II Delta -0.3385 -0.6648 Gamma 0.0244 0.0486 Vega 0.1829 0.0909 A market-maker sells 1,000 units of the Put-I and immediately delta-gamma-hedges the position Determine the vega of the market-maker's position. O A) -137 B) -27 C) 1 D) 27.3 O E) 229 For two European options, Put-I and Put-II, you are given: Greek Put-I Put-II Delta -0.3385 -0.6648 Gamma 0.0244 0.0486 Vega 0.1829 0.0909 A market-maker sells 1,000 units of the Put-I and immediately delta-gamma-hedges the position Determine the vega of the market-maker's position. O A) -137 B) -27 C) 1 D) 27.3 O E) 229