A share of Wellsfargo is currently trading at $100. If the European Call on WF available at $12, and we calculated the delta at 0.55. You can consider to different portfolios: portfolio A holding 800 Calls (8 contracts) on WF and 100 shares of shares outrightand portfolio B holding just 550 shares of WF Which portfolio has greater dollar exposure to Wf price movements ?

portfolio a

portfolio b

not enough data ro answer

both