7. You hold a portfolio with (V)=400,(V)=200, Vega (V)=100. You can trade in the underlying asset, in a call option with (C)=0.2,(C)=0.1, Vega (C)=0.2, and in a put option with (P)=0.5,(P)=0.2,Vega(P)=0.1. How many shares of the asset, call, and put options do you trade in order to make the portfolio ,, and Vega-neutral