A financial institution has the following portfolio of options: $120$ long call options with a delta of $0\mathrm{.}6$ and a gamma of $1\mathrm{.}2,$ and $230$ short put options with a delta of $-0\mathrm{.}5$ and a gamma of $1\mathrm{.}8.$ A traded option is available with a delta of $0\mathrm{.}25$ and a gamma of $1\mathrm{.}1.$

What position in the traded option and the underlying asset would make the portfolio both gamma neutral and delta neutral? PLEASE ANSER THIS QUESTION ON EXCEL SPREEDSHEET.