Suppose that you consider building a portfolio that consists of a call and a put option on the JRY stock. Both options expire on November 6. The call option has a strike price of $1,580 and the put option has a strike price of $1,490. The put option is currently ATM. The call price is $58 and the put price is $79. What are the rates of return on your portfolio if the return on the JRY stock from today to November 6 is -5% and 10%, respectively? Assume no dividends and option exercise at maturity. A. -45.62% and -56.93% B. 20.07% and 8.76% C. 171.90% and 160.58% D. 28.45% and -25.32%