Problem 5 You have a portfolio V with A(V) = 1500 and T(V) = 300. You want to hedge the portfolio by taking positions on the put P and call C option whose A(P) = -0.4, (P) = 0.1, A(C) = 0.3,(C) = 0.25 in order to make the portfolio Delta and Gamma neutral. Find the put and call options