Currently, the delta of the portfolio is $-700,$ the gamma is $1000$ and the vega is $1500.$ Option X has delta of $0\mathrm{.}5,$ gamma of $1\mathrm{.}2,$ and vega of $1\mathrm{.}5.$ Option Y has delta of $-0\mathrm{.}7,$ gamma of $1\mathrm{.}0,$ and vega of $2\mathrm{.}0.$ What position is needed to make delta, gamma, and vega neutral at the same time? Suppose you can only trade options in integer units.

$1.$ Sell $556$ X$,$ sell $333$ Y$,$ buy $745$ underlying assets

$2.$ Sell $763$ X$,$ sell $458$ Y$,$ buy $610$ underlying assets

$3.$ Sell $763$ X$,$ sell $458$ Y$,$ sell $610$ underlying assets

$4.$ Sell $556$ X$,$ sell $333$ Y$,$ sell $745$ underlying assets