. The following table shows a portfolio of over-the-counter options for one financial institution on sterling Type Call Call Put Position -800 -500 -1000 Delta of Option 0.7 0.6 -0.4 Gamma of Option 2.1 0.8 Vega of Option 1.5 0.3 0.9 1.4 a One traded option is available with a delta of 0.8, a gamma of 1.6, and a vega of 0.7. Another traded option with a delta of 0.6, a gamma of 0.4, and a vega of 0.5. a. What are the portfolio's delta, gamma, and vega? (6 pts) b. What positions in the traded options and in sterling would make the portfolio gamma, vega, and delta all neutral? (9 pts)