A stock has a price of $37 and an annual return volatility of 50 percent. The risk-free rate is 3.05 percent. Perform caiculations in Excel. a. Calculate the European call and European put option prices with a strike price of $34.00 and a 90 -day expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answers to 2 decimal places.) b. Caiculate the deltas of the European call and European put. (Use 365 days in a year. A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 4 decimal places.)