Suppose the riskfree rate r = 0. A bank holds a portfolio of derivatives on the S&P 500 index, which includes various call options and put options. Which of the following is NOT a reasonable combination of the Greeks of the whole portfolio:

(A) Delta = 10, Gamma = 50, Theta = -20. (

B) Delta = 0, Gamma = -20, Theta = 50.

(C) Delta = -20, Gamma = -50, Theta = 30.

(D) Delta = 0, Gamma = 20, Theta = 30.