A financial institution has the following portfolio of options a stock:

$\backslash$table$[[$Type$,$Position,Delta of Option,$\backslash$table$[[$Gamma of$],[$Option$]],$Vega of Option$],[$Call$,-1000,0\mathrm{.}5,2,0\mathrm{.}7],[$Call$,-500,0\mathrm{.}7,0\mathrm{.}6,0\mathrm{.}2],[$Put$,-1200,-0\mathrm{.}7,1,1\mathrm{.}1]]$

Two options available:

Option $1$: delta of $0\mathrm{.}5,$ gamma of $0\mathrm{.}5,$ and a vega of $1.$

Option $2$: delta of $0\mathrm{.}2,$ gamma of $0\mathrm{.}7,$ and a vega of $1\mathrm{.}1.$

How could the portfolio become delta, gamma, and vega neutral?