Problem 11.17 You hold a portfolio with (V)=400,(V)=200, Vega(V)=100. You can trade in the underlying asset, in a call option with (C)=0.2,(C)=0.1,Vega(C)=0.2 and in a put option with (P)=0.5,(P)=0.2,Vega(P)=0.1. How many shares of the asset, call and put options you trade in order to make the portfolio -, - and Vega-neutral