A financial institution has a portfolio of short positions in the options on sterling. Th 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.