A financial institution has the following portfolio of over-the-counter options on sterling. A traded option is available with a delta of 0.6, a gamma of 1.5, and a vega of 0.8. A second traded option with a delta of 0.1, a gamma of 0.5, and a vega of 0.6 is available.

4. How could the portfolio be made delta, gamma, and vega neutral?