You hold a portfolio of European options on a stock that is (i) long 200 at-the-money calls, each with a delta of 0:52, (ii) short 200 at-the-money puts, and (iii) long 100 shares of stock. The aggregate delta of your portfolio is (a) 100. (b) 108. (c) 300. (d) Cannot be calculated from the given information.