The gamma and vega of a delta-neutral portfolio are 30 per $ and 15 per %, respectively. Estimate what happens to the value of the portfolio when there is a shock to the market causing the underlying asset price to decrease by $2 and its volatility to increase by 5%. The Taylor series expansions can be used to estimate it. Assume term of higher order than Dt are ignored, and theta is zero, and P 0.5 x gamma x (S)2+ vega x