49. Which of the following is true for a call option on a non-dividend-paying stock? A) If the option is at the money (stock price equals strike price) it must have a delta of 0.5 B) If the strike price equals the forward price of the stock, it must have a delta of 0.5 C) If the option has a delta of 0.5, it must be out of the money D) If the option has a delta of 0.5, it must be in of the money 50. The delta of a call option on a non-dividend-paying stock is 0.4. What is the delta of the corresponding put option? A) -0.4 B) 0.4 C) -0.6 D) 0.6