You have a portfolio consisting of three types of asset. You are holding 400 shares in MZFT, currently priced at $250. You also have 200 short call options and 300 long put options in the portfolio. Both the calls and puts are on MZFT, with strike price of $260 and expiration in six months. The risk free rate is 4% and MZFT's expected volatility (standard deviation) is 40%.

The delta of the call option is _____ .

The delta of the put option is _____ .

The elasticity of the call is _____ .

The call premium is _____ .

The put premium is _____ .

If MZFT's share price drops by $3/per share, your portfolio's value will change by $_____ .