3. A stock is currently trading at 80. You hold a portfolio consisting of the following:
(a) Long 100 units of stock.
(b) Short 100 calls, each with a strike of 90.
(c) Long100 puts, each with a strike of 70.
Suppose the delta of the 90-strike call is 0.45 while the delta of the 70-strike put is -0.60. What is the aggregate delta of your portfolio?
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