3) A financial institution has the following portfolio of over-the-counter options on sterling Delta of Option 0.5 0.8 0.40 0.70 Gamma of OptionVega of Option Call Call Put Call Position -1,000 500 -2,000 500 2.2 0.6 1.3 0.2 0.7 Suppose that a traded option is available with a delta of 0.6, a gamma of 1.5, and a vega of 0.8 Suppose also that a second traded option with a delta of 0.1, a gamma of 0.5, and a vega of 0.6 is available. How could the portfolio be made delta, gamma, and vega neutral