A portfolio of derivatives on gold (G0=1910/ounce) has a delta of 1500, a gamma of 200, and a vega of -400 (per 1%). Options on gold are available, where one option on 100 ounces, and with the following Greeks and premium (all per ounce):

Delta Gamma Vega Premium

Call 0.5 0.6 0.5 18.00

Put -0.6 0.4 0.5 24.00

Using these options, long/short positions in gold, and long/short positions in USD risk free assets (for investing/borrowing cash), create a hedge to eliminate this portfolios delta, gamma and vega.