1) What's the position in the tradable option that will make the portfolio gamma neutral?

2) What's the position in the tradable option that will make the portfolio vega neutral?

19.24. A financial institution has the following portfolio of over-the-counter options on sterling: Type Position Call Call Put Call - 1,000 - 500 -2,000 - 500 Delta Gamma Vega of option of option of option 0.50 2.2 1.8 0.80 0.6 0.2 -0.40 1.3 0.7 0.70 1.8 1.4 A traded option is available with a delta of 0.6, a gamma of 1.5, and a vega of 0.8