a call option on a non dividend paying stock has a strike price of $30 and a time to maturity of six months. the risk free rate is 5% and the volatility is 25%. the stock price is $28. which of the following is closest to the delta of the option? a) N(-0.1888) b) N(-0.2241) c) N(-0.3945 d) N(-0.1605)