This question focuses on the risk management of European vanilla options, and refers to the data in the following table: Delta Gamma Vega Portfolio -450 -6,000 -4,000 Option (1) 0.6 1.5 0.8 Option (2) 0.1 0.5 0.6 The portfolio consists of several traded European vanilla options. Option 1 and Option 2 are two other traded European vanilla options available to hedge the portfolio. (i) What position in Option 1, Option 2 AND the Underlier would make the portfolio delta, gamma and vega neutral? (ii) What are the limitations of this hedge?