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A stock has a price of $ 2 7 and an annual return volatility of 4 6 percent. The risk - free rate is 2

A stock has a price of $27 and an annual return volatility of 46 percent. The risk-free rate is 2.91 percent. Perform calculations in Excel. Call Premium =4.93, Put Premium =0.76.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

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