Consider a nondividend paying stock, that is currently trading for $54 per share. The continuously compounded risk-free rate is 17% and the volatility is 23% per annum. Now, consider a portfolio that has three European call options on this stock: The first allows purchase of 238 shares of the stock at the end of 1 months at strike price $69. The second allows purchase of 199 shares of the stock at the end of 5 months at strike price $63. The third allows purchase of 245 shares of the stock at the end of 9 months at strike price $70. Calculate the option' portfolio price change when the stock price increases by a dollar. -) 137.92 (B) 129.96 (C) 132.62 (D) 135.27 (E) 140.57