2. Assume the Black-Scholes framework. Consider a nondividend-paying stock, and a European call option and a European put option on the stock. The current stock price, call price, and put price are 100, 10, and 5, respectively. Investor A purchases one calls and one put. Investor B purchases one call and writes (sells) one put. The current delta of Investor A for her portfolio is 0.5. Calculate . The current delta of Investor B for her portfolio. (10 pts) The current deltas for the call and put, AC and AP. (15 pts) The elasticity of Investor B's portfolio. (15 pts) Portfolio S. A Portfolio V portfolio (3)