Suppose there are two European call options on the Stock UTAR, C and C2, respectively. Given the followings: The current price of the Stock UTAR is 45. The price for C1 is 10.86. The Delta for Cis 0.6252. . Tee buys one call of each type. Liang buys one C1 and two C2. Kee buys one C1 and sells one C2- It is known that Tee's portfolio has elasticity 2.90 and Liang's portfolio has elasticity 3.03. Determine the elasticity of Kee's portfolio. Choose one answer. A. 0.24 B. 0.44 C. 0.70 D. 0.90 E. 0.35 F. 0.81 G. 0.52 H. 0.13 Suppose there are two European call options on the Stock UTAR, C and C2, respectively. Given the followings: The current price of the Stock UTAR is 45. The price for C1 is 10.86. The Delta for Cis 0.6252. . Tee buys one call of each type. Liang buys one C1 and two C2. Kee buys one C1 and sells one C2- It is known that Tee's portfolio has elasticity 2.90 and Liang's portfolio has elasticity 3.03. Determine the elasticity of Kee's portfolio. Choose one answer. A. 0.24 B. 0.44 C. 0.70 D. 0.90 E. 0.35 F. 0.81 G. 0.52 H. 0.13