A financial institution has the following portfolio of over-the-counter options on sterling:

Type	Position	Delta of option	Gamma of option	Vega of option
Call	-1,000	0.50	2.2	1.8
Call	-500	0.80	0.6	0.2
Put	-2,000	-0.40	1.3	0.7
Call	-500	0.70	1.8	1.4

Suppose that a traded option is available with a delta of 0.8, a gamma of 1.2, and a vega of 0.9. Suppose also that a second traded option with a delta of 0.2, a gamma of 0.4, and a vega of 0.7 is available. How could the portfolio be made delta, gamma, and vega neutral simultaneously?