Problem 4.3. A trader holds a complicated portfolio whose value depends on the price of a stock. The trader wants to manage this risk. To do so, the trader can take positions (long or short) in the underlying stock and in two options on the stock. The Delta, Gamma, and Vega of the portfolio and the two options are given below. What position in the two options and the stock (in addition to the portfolio already held) can make the trader's combined position Gamma neutral, Vega neutral, and Delta neutral? Delta Gamma Vega Portfolio 0.6 -800 -300 Option 1 -0.02204 Option 2 0. 1 407