A financial institution has the following portfolio of over-the-counter options: Type Position Delta of option Gamma of option Vega of option Call 220 0.4 0.9 0.5 Put -600 -0.3 1.5 1.8 Put 500 -0.8 1.2 0.90 Two other types of traded options are also available in the market. Options "A" have a delta of 0.8, a gamma of 1.3, and a vega of 1.6. Options "B" have a delta of 0.4, a gamma of 2, and a vega of 0.6. Explain what it means to have a portfolio that is delta, gamma, and vega neutral at the same time. What position in the two types of traded options should the financial institution take to achieve this