A Canadian bank has sold the following portfolio of over-the-counter options on U.S. dollars:
Type		Position		Delta		Gamma		Vega
Call		-250		0.50		2.2		1.8
Call		-500		0.80		0.6		0.2
Put		-700		-0.4		1.3		0.7
Put		-300		-0.7		1.8		1.4
A traded European call option on U.S. dollars is also available. The strike price of the call is 1.40 and it matures in 3 months and has a delta of 0.5977, a gamma of 2.0 and vega of 0.2700. In addition to the traded call option, assume a traded put option on U.S dollars with delta -.4550, gamma of 1.3 and vega of .75. What are the positions in the traded options and the underlying asset needed to make the portfolio of the financial institution vega, gamma and delta neutral?