You hold a portfolio with delta(II) = 200, gamma(II) = 60 and vega(II) = 50. You can trade in the underlying asset, in a call option with delta(C) = 0.3; gamma(C) = 0.15; vega(C) = 0.12, and in a put option with delta(P) = -0.6; gamma(P) = 0.3; vega(P) = 0.16. What positions would you take in the underlying asset, the call option, and the put option to obtain a portfolio which is simultaneously delta-neutral, gamma-neutral and vega-neutral