3) A financial institution has the following portfolio of over-the-counter options on sterling: Type Call Call Put Call Position -1,000 -500 -2,000 -500 Delta of Option 0.5 0.8 -0.40 0.70 Gamma of Option Vega of Option 2.2 1.8 0.6 0.2 1.3 0.7 1.8 1.4 Suppose that a traded option is available with a delta of 0.8, a gamma of 1.2, and a vega of 0.9. Suppose also that a second traded option with a delta of 0.2, a gamma of 0.4, and a vega of 0.7 is available. How could the portfolio be made delta, gamma, and vega neutral simultaneously