Consider a nondividend paying stock, that is currently trading for $79 per share. The continuously compounded risk-free rate is 11% and the volatility is 29% per annum. Now, consider a portfolio that has three European call options on this stock: The first allows purchase of 258 shares of the stock at the end of 3 months at strike price $59. The second allows purchase of 248 shares of the stock at the end of 6 months at strike price $51. The third allows purchase of 264 shares of the stock at the end of 9 months at strike price $57. . Calculate the option' portfolio price change when the stock price increases by a dollar. Consider a nondividend paying stock, that is currently trading for $79 per share. The continuously compounded risk-free rate is 11% and the volatility is 29% per annum. Now, consider a portfolio that has three European call options on this stock: The first allows purchase of 258 shares of the stock at the end of 3 months at strike price $59. The second allows purchase of 248 shares of the stock at the end of 6 months at strike price $51. The third allows purchase of 264 shares of the stock at the end of 9 months at strike price $57. . Calculate the option' portfolio price change when the stock price increases by a dollar