An asset has a delta of 0, gamma of -426, and vega of -861. Option1 has a delta of 0.5, gamma of 0.5, and vega of 2.3. Option2 has a delta of 0.4, gamma of 0.8, and vega of 1.1. Calculate the positions in option1, option2, and the asset that will make the portfolio delta, gamma, and vega neutral. In the answer, please provide only the position in option2.