An investor would like to construct a delta-gamma-theta neutral portfolio with a positive Vega. Given the following information, please calculate the number of contracts for these options.

Price Strike Theta Delta 0.5 Gamma Vega 0.3 0.85 Call 2.5 40 -0.03 Call2 4.2 38 0.65 0.7 0.25 -0.08 Callz 5.9 36 0.75 0.6 0.40 -0.05 Calle 3.0 37 0.69 0.63 0.32 -0.07 Price Strike Theta Delta 0.5 Gamma Vega 0.3 0.85 Call 2.5 40 -0.03 Call2 4.2 38 0.65 0.7 0.25 -0.08 Callz 5.9 36 0.75 0.6 0.40 -0.05 Calle 3.0 37 0.69 0.63 0.32 -0.07