Question 8 1 points Save Answer Suppose you buy a straddle: a portfolio made up of a European call and of a European put option on the same non-dividend paying stock, with the same exercise price of X=$100, and an expiration date of T=1 year. The price of the call is $5 and that of the put is $10. Suppose that the stock price at expiration is equal to $105. What is the holding period return (HPR) on your option portfolio? a. None of the other options b. HPR = 15/10-1 = 50% c. HPR = 10/10-1= -0% d. HPR = 5/15 - 1 = -66% e. HPR = 10/15-1 = -33%