A collar is established by buying a share of stock for $$60,$ buying a $6-$month put option with exercise price $$55,$ and writing a $6-$month call option with exercise price $$65.$ On the basis of the volatility of the stock, you calculate that for a strike price of $$55$ and expiration of $6$ months, N$($d$1)=0\mathrm{.}7049,$ whereas for the exercise price of $$65,$ N$($d$1)=0\mathrm{.}6449.$ What happens to the delta of the portfolio if the stock price becomes very small? Delta of the Portfolio approaches: