Question 3 (10 marks) Consider a portfolio that is delta neutral, with a gamma of 3,000 and a vega of 6,000. The Option 1 and Option 2 shown in the following table can be traded. To make the portfolio gamma and vega neutral, what are the quantities of Option 1 and Option 2 that are added to the portfolio? After step(a), how many units of underlying assets need to be traded to maintain the portfolio delta neutral