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5 points Please figure out the 'Delta' from the Greeks) of the following call option using the BS options pricing model. The call option has

5 points Please figure out the 'Delta' from the Greeks) of the following call option using the BS options pricing model. The call option has the following parameters SA Time to maturity: 1 month Stock price: $20 Strike price: $25 Risk free rate: 3% Volatility, 40% What is the 'Delta' of the above option? Enter your enwer in the box below, rounded to the nearest penny with no formatting. For example, the delta 30 enter.30

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