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What are the deltas of a call option and a put option with the following...

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Finance

What are the deltas of a call option and a put option with the following characteristics? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g., .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

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