You are a trader in IBM options for an investment bank. Your position is long 100 of the Jan 200 calls and that option has the following greeks: delta =.35, gamma =0, vega = $1.68 IBM stock is currently at $195. a) (1) if you wanted to hedge the vega risk of the position, which of the following trades would help to accomplish that goal? i) buy 1680 shares of IBM stock ii) sell any IBM options that totaled $1.68 of vega c. sell 1680 shares of IBM stock iii) sell an IBM option with .35 delta iv) none of the above