Second virial coefficients for the density dependence of a number of electric properties are calculated for neon gas. Employing an accurate CCSD(T) potential for the Ne-2 van der Waals dimer and interaction-induced electric dipole polarizabilitiesand hyperpolarizabilities obtained from CCSD response theory, we evaluated the dielectric, refractivity, Kerr and ESHG second virial coefficients using both a semiclassical and a quantum statistical approach. The results cover a wide range of temperatures and are expected to be more reliable than the available experimental and empirical data. Quantum effects are found to be important only for temperatures below 100 K. The frequency-dependence of the refractivity virial coefficient is found to be small, but not negligible. For frequencies in the visible region it accounts for a few percent of the final results. For the ESHG virial coefficient of neon, frequency dependence is found to be very important, accounting for 20 - 25% of the second virial coefficient at the typical frequencies employed in experiments.