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A call option has 20 days to mature. The continuously compounded annual risk free rate is 1%. The stock price is 28.40. The exercise price

A call option has 20 days to mature. The continuously compounded annual risk free rate is 1%. The stock price is 28.40. The exercise price is 29. The annualized volatility is 0.27. Dividend yield is zero. What is the delta of this option? What is the Black-Scholes put price for the data of above question?

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