6. You are given the following data for an option portfolio consisting of 350 European option contracts where all options are on a single stock with a spot price of $50. Option Price Option Delta # of options 3-month 50-strike call 3.29 0.56 100 6-month 50-strike put 3.58 -0.41 200 12-month 55-strike call 5.01 0.52 50 All option positions are long positions. Determine the elasticity of the option portfolio. a) o b) 2.25 d) 5.11 c) 3.73 e) No solution possible