Portfolic Stock Put at K-50 Call at K- 60 Position 100 Long 100 Short 100 S-55 T-182 days Interest-0.3 Dividend -0 Price Implied VolatilityDelta | 0.92 GammaVega 0.0558 0.0294 Call at K-60 | 15.22% 0.2687 0.1281 Put at K 50 | 1.88 | 28.21% 0.2568 0.1252 a). What is the portfolio value! b). What is the portfolio's Delta? c). What is portfolio's Gamma? d). What is portfolio's Vega? Portfolic Stock Put at K-50 Call at K- 60 Position 100 Long 100 Short 100 S-55 T-182 days Interest-0.3 Dividend -0 Price Implied VolatilityDelta | 0.92 GammaVega 0.0558 0.0294 Call at K-60 | 15.22% 0.2687 0.1281 Put at K 50 | 1.88 | 28.21% 0.2568 0.1252 a). What is the portfolio value! b). What is the portfolio's Delta? c). What is portfolio's Gamma? d). What is portfolio's Vega