Please solve

Please show your work.

Please explain your reasoning.

Consider a portfolio of options on a stock) with a delta of -4,000, a gamma of -3,000, and a vega of -4,800. Traded Option 1 has a delta of 0.30, a gamma of 0.25, and a vega of 1.0. Traded Option 2 has a delta of 0.50, a gamma of 0.40, and a vega of 0.60. How can you simultaneously make the options portfolio delta-neutral, gamma-neutral, and vega-neutral