The delta of an option is $0\mathrm{.}6,$ vega is $0\mathrm{.}4,$ theta is $-0\mathrm{.}05,$ and rho is $0\mathrm{.}2.$ You hold $10,000$ of these options when the stock price is $50,$ the volatility is $20\%,$ the remaining maturity is $10$ days, and the risk$-$free interest rate is

$5\%.$

Two days later, the stock price is $48,$ the volatility is $20\%,$ and the risk$-$free interest rate is $5\%.$ What is the change in the value of the portfolio? Assume that there are $365$ days in a year.

Choose the closest value.

$12027$

$-12000$

$11972$

$-12027$

$-11972$

$12000$