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
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