For two European call options, I and II, on the same stock, you are given. (i) The current stock price is 45. (ii) The price of call option I is 10.86. (iii) The delta of call option I is 0.6252. (iv) Jake buys one call of each type. The elasticity of his portfolio is 2.90. (v) John buys one call option I and two call option II. The elasticity of his portfolio is 3.03. (vi) Siyang buys one call option I and sells one call option II. Calculate the elasticity of Siyang's portfolio. For two European call options, I and II, on the same stock, you are given. (i) The current stock price is 45. (ii) The price of call option I is 10.86. (iii) The delta of call option I is 0.6252. (iv) Jake buys one call of each type. The elasticity of his portfolio is 2.90. (v) John buys one call option I and two call option II. The elasticity of his portfolio is 3.03. (vi) Siyang buys one call option I and sells one call option II. Calculate the elasticity of Siyang's portfolio