For $9.1 you could buy a 5-month put option giving you the right to sell 1 share of Delta Company's stock at a price of $80 per share. Suppose you believe that the stock price is going to decline from its current level of $82.5 sometime during the next 5 months. If you bought this option today and excise the option at the time the stock price drops to $71, what would your holding-period return be? a. -72.53% b. -1.10% c. 26.37% d. 1.10%