A stock has a price of \\( \\$ 41 \\) and an annual return volatility of 54 percent. The risk-free rate is 3.09 percent perform calculations in Excel a. Calculate the European call and European put option prices with a strike price of \\( \\$ 36.00 \\) and a 90 -cay 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.)