Option type	position	strike price	time to expiration (years)	Number of contracts	Gamma	Vega
call	long	780	0.5	700	1.35	0.25
put	long	750	0.5	500	1.20	0.5
call	short	710	0.25	250	0.95	0.9
call	long	700	0.25	700	1.20	1.3

There are currently two traded options available in the market:

Option A has a Delta of 0.8, a Gamma of 1.1, and a Vega of 0.45.

Option B has a Delta of 1.15, a Gamma of 0.95, and a Vega of 0.97.

The risk-free rate is 10% per annum and the volatility of the underlying asset is 40%. Based on the information provided, answer the following questions (show all the details of your calculations and present your results with four decimal places):

c) How can the financial institution make this portfolio delta-gamma-vega neutral using traded options A and B?