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Given the following porfolio: a. Portfolio-S+NC+N,C b. Call with Ki-100, Deltacall 1-.5325 Vegai 27.96 c. Call with K2-120, Deltacall 2-.1720 Vegai 17.99 Calculate the values

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Given the following porfolio: a. Portfolio-S+NC+N,C b. Call with Ki-100, Deltacall 1-.5325 Vegai 27.96 c. Call with K2-120, Deltacall 2-.1720 Vegai 17.99 Calculate the values of N1 and N2 to Create a Delta Neutral and Vega Neutral Portfolio

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