Sam has a portfolio of derivatives on stock TSLA with the following Greek Letters:

Delta $=-2000,$ Gamma $=-600,$ theta $=1000.$

An external option is available to trade with the following Greek Letters:

Delta $=0\mathrm{.}8,$ Gamma $=0\mathrm{.}5,$ Theta $=-1.$

How many of the external options and stocks should Sam long$/$short use to make his portfolio delta and gamma neutral $($delta $=0$ and gamma $=0)$ simultaneously?