Assume that you create a portfolio that is short one call and long one put. The call has a delta of 0.2735, gamma of 0.0279, theta of -8.9173, vega of 9.9144, and rho of 3.5985. The put has a delta of -0.7265, gamma of 0.0279, theta of -4.779, vega of 9.9144, and rho of -13.4083. The prices for the call and put are $1.82 and $10.79, respectively. How can I make this portfolio delta neutral?

a.	Nothing the portfolio is already delta neutral
b.	Long a share of stock
c.	Short a share of stock
d.	Long and short a share of stock
e.	All of the above