3) A financial institution has the following portfolio of over-the-counter options on sterling: Type Position Delta of Option Gamma of Option Vega of Option Call -1.000 0.5 2.2 1.8 Call -500 0.8 0.6 0.2 Put -2.000 -0.40 1.3 0.7 Call -500 0.70 1.8 1.4 Suppose that a traded option is available with a delta of 0.8, a gamma of 1.2, and a vega of 0.9. Suppose also that a second traded option with a delta of 0.2, a gamma of 0.4, and a vega of 0.7 is available. How could the portfolio be made delta, gamma, and vega neutral simultaneously