Which of the following statements regarding the goal of a delta-neutral portfolio is most accurate? One example of a delta-neutral portfolio is to combine a:

a. Long position in a stock with a short position in call options so that the value of the portfolio does not change with changes in the value of the stock.

b. Long position in a stock with a short position in a call option so that the value of the portfolio changes with changes in the value of the stock.

c. Long position in a stock with a long position in call options so that the value of the portfolio does not change with changes in the value of the stock.