You would like to create a delta and vega neutral position from a long position in one share of stock and positions in two puts options on the stock. Using the information below, (1) compute the portfolio weights, w, and W2, on the two put options, P, and P2, and (2) show that the position you construct is delta-neutral and vega-neutral. Show all work. S = $50 Put option 1: P1 = 2.67 41= -0.44 V1 = 0.10 Put option 2: P2 = 4.21 A2= -0.39 V2 = 0.17 where S is the current price per share of the stock, and 4; and Vi are the delta and vega of put option i = 1,2 You would like to create a delta and vega neutral position from a long position in one share of stock and positions in two puts options on the stock. Using the information below, (1) compute the portfolio weights, w, and W2, on the two put options, P, and P2, and (2) show that the position you construct is delta-neutral and vega-neutral. Show all work. S = $50 Put option 1: P1 = 2.67 41= -0.44 V1 = 0.10 Put option 2: P2 = 4.21 A2= -0.39 V2 = 0.17 where S is the current price per share of the stock, and 4; and Vi are the delta and vega of put option i = 1,2