For a stock, you are given: (i) The price is 55. (ii) The continuous dividend rate is 0.025 . (iii) =0.2. (iv) The continuously compounded risk-free rate is 0.04 . A portfolio has three European call options on this stock. 1 The first allows the purchase of 100 shares of stock at the end of 3 months at strike price 55. 2 The second allows the purchase of 200 shares of stock at the end of 6 months at strike price 60. 3. The third allows the purchase of 200 shares of stock at the end of a year at strike price 65. Calculate the delta for this portfolio. (Answer: 164.3)