A financial institution has a portfolio of short positions in the options on sterling. The portfolio delta is 200, and the portfolio gamma is 5,000, and the portfolio vega is 3,000. A traded option (Option 1) is available with a delta of 0.3, a gamma of 1.0, and a vega of 0.5. Another traded option (Option 2) is available with a delta of 0.2, a gamma of 0.7, and a vega of 0.6. What should you do to make the portfolio delta, gamma, and vega neutral? Please be specific