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  3. type position delta gamma put 180 -0.4 0.1 call 70

Type Position Delta Gamma Put 180 -0.4 0.1 Call 70 0.6 0.3 a. What are...

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Type Position Delta Gamma Put 180 -0.4 0.1 Call 70 0.6 0.3 a. What are the Delta and Gamma of this portfolio of options? (2 points) b. Option A has a Delta of 0.5 and a Gamma of 0.25. What position in Option A will make the portfolio Delta neutral? (4 points) C. The underlying stock has a Delta of 1 and a Gamma of 0. What position in Option A and the underlying stock will make the portfolio both Delta neutral and Gamma neutral? (6 points)

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