A share of MSFT is trading at $$30.$ In the following $6$ months it can go up by $$10$ or go down by $$8.$ The $6$ month interest rate is $1\mathrm{.}5\%.$ What is the delta of a European put option on MSFT with a strike of $$35?$

Question $4$ options:

$-0\mathrm{.}28$

$-0\mathrm{.}722$

$0\mathrm{.}28$

$0\mathrm{.}722$