A financial institution has an equity portfolio for which the main underlying risk factor is the ABC share price. The portfolio is delta-neutral. The gamma and Vega of this portfolio are 1000 (per 1pound) and 500 (per 1%) respectively. The ABC share price is pound30. The volatility of the ABC stock is 25% per year. An at-the-money one-year call option on the ABC share has a delta of 0.63, a gamma of 0.05 and a Vega of 0.10. Estimate what happens to the value of the portfolio when there is a shock to the ABC share price causing the ABC share price to decrease by pound3 and its volatility to increase by 4%. What should the financial institution do to make the portfolio both delta and gamma neutral? What should the financial institution do to make the portfolio both delta and Vega neutral