What are the deltas of a call option and a put option with the following characteristics? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.)
Stock price = $60
Exercise price = $55
Risk-free rate = 3.90% per year, compounded continuously Maturity =
9 months Standard deviation = 47% per year
Call option delta ?
Put option delta ?
LOOKING FOR CALL OPTION DELTA AND PUT OPTION DELTA..PLEASE FOLLOW INSTRUCTIONS ON ROUNDING DECIMALS,