Question 6 1 pts A trader has a delta neutral position with a vega of 4,609. There is a put option with a delta of -0.30 and a vega of 49.20. The trader wants to make the position both delta and vega neutral. For this she will buy or sell puts to make the portfolio vega neutral, and then delta hedge the resulting portfolio by trading in the stock. After making the portfolio vega neutral, how many shares of the stock does she needs to buy or sell in order to make the new portfolio delta neutral? Use a positive number of shares to denote a long stock position and a negative number of shares to denote a short stock position. Express your answer with two decimals