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.