You Hold a Portfolio of European Options on a Stock $0.52$

Multiple Choice

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.