Consider a portfolio consisting of:

• Option A, (long) position: +5
• Option B, (long) position: +5

Another option, "Option C" , with the same underlying asset, is available and has the following characteristics:

• delta of C: +2
• gamma of C: +5
• vega of C: +1

Combine the underlying and option C to make the portfolio delta neutral and vega neutral. What is the resulting position in the underlying?