A stock has a price of $$25$ and an annual return volatility of $53$ percent. The risk$-$free rate is $3\mathrm{.}09$ percent. Perform calculations in Excel.

a$.$

Calculate the call and put option prices with a strike price of $$32$ and a $90-$day expiration. $($Round your answers to $2$ decimal places. Omit the $"$$$"$ sign in your response.$)$

Call premium $

Put premium $

b$.$

Calculate the deltas of the call and put. $($Negative amounts should be indicated by a minus sign. Round your answers to $4$ decimal places.$)$

Call delta

Put delta