Your portfolio currently has a delta of $1517, a gamma of -$10000, and a vega of -$50. You want to delta-gamma-vega hedge your portfolio by trading the following three assets: Asset 1: delta=$-20, gamma=$0, vega=$0. Asset 2: delta=$55, gamma=$1000, vega=$10. Asset 3: delta=$-23, gamma=-$400, vega=$3. How many units of Asset 1 should you trade? Write a positive number to buy Asset 1 and a negative number to sell it. Round to the nearest unit. Answer: X Delta-gamma-vega hedging is new, but it just builds on the delta-hedging concept and examples from Chapter 5. We covered it in the Chapter 14.1 lecture and also in the Practice Problems. The correct answer is: 386 Your portfolio currently has a delta of $1517, a gamma of -$10000, and a vega of -$50. You want to delta-gamma-vega hedge your portfolio by trading the following three assets: Asset 1: delta=$-20, gamma=$0, vega=$0. Asset 2: delta=$55, gamma=$1000, vega=$10. Asset 3: delta=$-23, gamma=-$400, vega=$3. How many units of Asset 1 should you trade? Write a positive number to buy Asset 1 and a negative number to sell it. Round to the nearest unit. Answer: X Delta-gamma-vega hedging is new, but it just builds on the delta-hedging concept and examples from Chapter 5. We covered it in the Chapter 14.1 lecture and also in the Practice Problems. The correct answer is: 386