The net delta of a portfolio of put and call options, all written on the same underlying stock, is +0.74. Using this information only, which of the following statements below is correct? Select one or more: a. We can extract the relationship between a move of the underlying and a move into the call options price only b. We can extract the relationship between a move of the underlying and a move in the portfolio price as a whole c. We can extract the volatility of the portfolio d. We can extract how many units of the stock we need to hold for every option for a newt delta neutral position