A stock has a price of S27 and an annual return volatility of 46 percent. The risk-free rate is 2 91 percent. Perform calculations in Excel. Calculate the call and put option prices with a strike price of $23 and a 90-day expiration (Round your answers to 2 decimal places. Omit the "$" sign in your response.) Calculate the deltas of the call and put. (Negative amounts should be indicated by a minus sign. Round your answers to 4 decimal places.)