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An investor has a portfolio with following calculated Greek coefficients: delta and rho. The delta of this portfolio is 0 while the rho of this portfolio is 8000 . Derivatives available on the market based on the same underlying instruments as this portfolio have the following characteristics: delta: 0.6; gamma: 0.5; rho 0.8. a) What are the "Greeks" and what is their role on option market? Explain shortly. b) Please make such modifications to set the rho parameter of this portfolio to 0. c) What is the result of having rho of this portfolio equal to 0 ? After the adjustments from b), is the portfolio still immune to changes in the price of the underlying? d) What actions should be taken to make the portfolio both delta and rho neutral