You Hold a Portfolio of a Long Position in a Call

You hold a portfolio of a long position in a call and a long position in a put,both for the same strike and maturity.Which of the following statements is true?

A) When the stock price increases,the delta of the portfolio increases if the call is in-the-money.
B) When the stock price increases,the delta of the portfolio decreases if the call is out-of-the-money.
C) When the stock price increases,the delta of the portfolio increases whether or not the call is in-the-money.
D) There is not enough information to answer this question.