A portfolio manager has significant exposures to the S&P 500 Index, which has a current value of 1460. She estimates that her delta is -12500, gamma is 15000 and Vega is 3050. Assuming this manager can go long or short this Index or T-Bills, and can also trade following options on S&P 500 futures, what trades will eliminate all 3 exposures?

Assume puts and calls have the following Greeks:

Delta Gamma Vega

Call 0.5 1.1 0.8

Put -0.6 0.8 1.0