The table above gives the portiollo delta, gamma, and vega. There are two derivative instruments (option 1 and option2) available. How can you gamma and vega hedge the portfollo simultaneously? [3] Point] Q5) Suppose that a portfolio is Delta neutral and has a gamma of 3,000. The Delta and gamma of a particular traded call option are 0.62 and 1.50, respectively. How can the portfolio be made gamma neutral [2 point]