Question 31 15 pts A portfolio Manager has a portfolio that is delta neutral but has Gamma and Vega exposure. Please determine what needs to be done to make the portfolio Delta-Gamma-Vega neutral. There are two options listed in the table below. Delta Portfolio Option 1 Option 2 Gamma Vega -4000 -7000 0.5 0.4 2 0.5 0.7 1 The hedge must have Gamma, Vega, and Delta components sum to zero, as symbolized here. Portfolio Option 1 Option2 Must Equal W3 W1 W2 Gamma -4000 0.4 0.7 0 Neutral Vega Neutral -7000 2 1 0 Delta Neutral ? 0.5 0.5