You Are Long 300 At-The-Money Calls on Stock ABC,each with a Delta

You are long 300 at-the-money calls on Stock ABC,each with a delta of $+ 0.54$ ,and short 200 in-the-money calls on Stock XYZ,each with a delta of $+ 0.66$ .Which of the following statements is most accurate in this context?

A) The aggregate delta of your portfolio is $+ 294$
)
B) The aggregate delta of your portfolio is $+ 30$
)
C) The aggregate delta of your portfolio is $+ 60$
)
D) The notion of an "aggregate portfolio delta" is not meaningful in this setting.