Suppose a portfolio consists of 100 units of short call options and 60 units of the underlying asset. The call option has a delta of 0.6, a gamma of 1.5, and a vega of 1.2. The options shown in the table below can be traded. What position in the traded options would make the portfolio delta, gamma, and vega neutral?

Delta Portfolio 0.6 Option 1 0.5 Option 2 0.4 Gamma 1.5 2.0 0.8 Vega 1.2 1.5 1.0