Suppose that you consider building a portfolio that consists of a call and a put option on the XYZ stock. Both options expire on November 6 and both options have a strike price of $1,490 which is equal to the current share price of XYZ. The call price is $64 and the put price is $76. What are the rates of return on your portfolio if the return on the XYZ stock from today to November 6 is -20% and 20%, respectively? Assume that XYZ pays no dividends and assume option exercise at maturity.

A) 292.1% and 112.9%

B) -62.3% and 365.6%

C) 112.9% and 112.9%

D) 188.1% and 292.1%