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Suppose I trade an option and I wish to hedge that option for delta and...

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Suppose I trade an option and I wish to hedge that option for delta and vega. Another option is available to trade. To complete the hedge I would

A.

trade the underlying in such a way as to make the portfolio delta and vega neutral.

B.

trade the other option in such a way as to make the portfolio delta and vega neutral.

C.

trade the other option in such a way as to make the portfolio vega neutral, and then trade the underlying in such a way as to make the portfolio delta neutral.

D.

trade the underlying in such a way as to make the portfolio delta neutral, and then trade the other option in such a way as to make the portfolio vega neutral.

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