Portfolio A consists of $600$ shares of stock and $300$ calls on that stock. Portfolio B consists of $685$ shares of stock. The call delta is $0\mathrm{.}3.$ Which portfolio has a higher dollar exposure to a change in stock price? Group of answer choices Portfolio B The two portfolios have the same exposure. Portfolio A if the stock price increases, and portfolio B if it decreases Portfolio B if the stock price increases, and portfolio A if it decreases Portfolio A