QUESTION Skepper dur your heater has prosaded you the following data on stock portfolio options. Gamma Vega Delo 4000 -6000 060 03 0.3 0.40 0.8 0.6 Required Describe what dimension of risk Delta, Gamma and Vega measures in option positions (2 pts) Formulate a pontion in option A and the underlying asset that will make the portfolio delta and gamma neutral. (1.5 pts) - Formulate a position in option B and the underlying asset that will make the portfolio delta and Vega neutral? (1.5pts) TTI And .T.EE QUESTION Skepper dur your heater has prosaded you the following data on stock portfolio options. Gamma Vega Delo 4000 -6000 060 03 0.3 0.40 0.8 0.6 Required Describe what dimension of risk Delta, Gamma and Vega measures in option positions (2 pts) Formulate a pontion in option A and the underlying asset that will make the portfolio delta and gamma neutral. (1.5 pts) - Formulate a position in option B and the underlying asset that will make the portfolio delta and Vega neutral? (1.5pts) TTI And .T.EE