Vega of Portfolio


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Why is the "The vega of a position in the underlying asset is zero. This means that trading the underlying asset does not affect the vega of a portfolio of derivatives dependent on the asset. Vega can only be adjusted by taking a position in another derivative dependent on the same asset. Why so.

Why is an asset not affected by it's own volatility. I though volatility itself means the changes in asset price. How can volatility of an asset not affect itself but at the same time effect its derivative ?
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