Suppose a 6-month maturity call option with exercise price $80 currently sells for $10. Consider a portfolio with $4000 invested in three at-the-money call contracts and $6000 in 6-month T-bills to earn 2% return. What's the portfolio return when the stock price becomes $90? a. 3.612 b. 0.012 c. -0.782 d. -0.788 Suppose a 6-month maturity call option with exercise price $80 currently sells for $10. Consider a portfolio with $4000 invested in three at-the-money call contracts and $6000 in 6-month T-bills to earn 2% return. What's the portfolio return when the stock price becomes $90? a. 3.612 b. 0.012 c. -0.782 d. -0.788