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2. Leamington plc stock is currently trading at 9.20 and has volatility of returns of 30% per annum. Leamington plc is not expected to pay

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2. Leamington plc stock is currently trading at 9.20 and has volatility of returns of 30% per annum. Leamington plc is not expected to pay a dividend in the foreseeable future. The riskless rate is 3.5% per annum, continuously compounded. Consider a European call option on Leamington plc stock with strike price 9.00 and time to maturity three months. The Delta for the European call option is * 0.13 0.28 0.50 0.55 0.61

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