You have a Delta-neutral portfolio of options and underlying stocks with Gamma -4366.67 and Vega -7366.67. You can trade two options. The first option has Delta, Gamma and Vega, respectively, of 0.5, 0.6, and 1.5. The second option has Delta, Gamma and Vega of 0.4, 0.7, and 2.5, respectively. Determine your hedging strategy to make your portfolio neutral for Delta, Gamma and Vega

1. How many numbers of the first option will you trade?

2. How many units of the second option will you trade?