Assume the lognormal model and Black-Scholes framework

6. Assume the Black-Scholes framework. Consider a stock, and a European call option and a European put option on the stock. The current stock price, call price, and put price are 45.00, 4.45, and 1.90, respectively. Investor A purchases two calls and one put. Investor B purchases two calls and writes (sell) three puts The current elasticity of Investor A's portfolio is 5.0. The current delta of Investor B's portfolio is 3.4 Calculate the current put-option elasticity A.-0.55 B.-1.15 C.-8.64 D. -13.03 E.-27.24