A portfolio consists of $200$ shares of stock and $1000$ call options on that stock. If the hedge ratio for the call is $0\mathrm{.}8,$ what would be the dollar change in the value of the portfolio in response to a $$1$ decline in stock price?

$-$$$1000$

$+$$$800$

$+$$$1200$

$-$$$200$

$-$$$800$