Additional Problem 4 The current price of a stock is $60. The volatility of the stock is 30%. The stock pays dividends at a continuously compounded rate of 6%. The continuously compounded expected return on the stock is 22%. The risk-free rate of return is 6%. An at-the-money European call option on the stock expires in 6 months. The current price of the call option is $5.1 and the delta of the call option is 0.5277. An investor purchases two at-the-money European call options and one at-the-money European put option. Calculate the continuously compounded expected return on the investor's portfolio