Question 6 5 points Which of the following statements is correct? To construct a portfolio that is simultaneously delta-neutral, gamma- O neutral and vega-neutral, we need to trade the underlying asset and one option on the portfolio's underlying asset. A delta-neutral portfolio needs to be rebalanced more frequently as the O curvature of the relation between the option prices and the time-to- maturity T increases. The delta hedging error decreases as the curvature of the relation between the option prices and the strike price K decreases. A long position in a European put is delta-hedged with a long position in the underlying asset