Your options portfolio currently has a Net Long Gamma and Net Short Vega position. The market anticipates a significant drop in the underlying asset's Implied Volatility (IV) after an upcoming major event, with potentially large price swings in the underlying asset leading up to that event. Given this market environment, how would you construct a relatively Delta, Gamma, and Vega neutral hedging strategy? Please explain the role each Greek plays in your strategy and justify your choice of hedging instruments.

你的期权投资组合目前呈现净多Gamma（Net Long Gamma）和净空Vega（Net Short Vega）的状态。市场预期在即将到来的重大事件后，相关标的资产的隐含波动率（Implied Volatility）将大幅下降，且在此期间，标的资产价格可能出现较大波动。请你详细阐述，在这种市场环境下，你将如何构建一个Delta、Gamma和Vega都相对中性的对冲策略？你需要解释每个希腊字母在此策略中的作用，并说明你选择这种对冲工具的理由。