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Assume that you create a portfolio that is short one call and long one put. The call has a delta of .2735, gamma of .0279, theta of -8.9173, vega of 9.9144, and rho of 3.5985. the put has a delta of -.7265, gamma of .0279, theta of -4.779, vega of 9.9144 and rho of -13.4083. the prices for the call and put are $1.82 and $10.79, respectively. What is the portfolio delta?
a. -1
b. 0
c. 1
d. 2
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