A stock has a price of $35 and an annual return volatility of 54 percent. The risk-free rate is 2.99 percent. Perform calculations in Excel. a. Calculate the call and put option prices with a strike price of $27 and a 90-day expiration. (Round your answers to 2 decimal places. Omit the "$" 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

A stock has a price of $35 and an annual return volatility of 54 percent. The risk-free rate is 2.99 percent. Perform calculations in Excel. a. Calculate the call and put option prices with a strike price of $27 and a 90-day expiration. (Round your answers to 2 decimal places. Omit the "$" sign in your response.) Call premium Put premium GA $ 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