As a financial analyst at JPMorgan Chase investments, you are evaluating European call options and put options using Black Scholes model. Suppose BMI's stock price is currently $65. The stock's standard deviation is 8% per month and the risk-free interest rate is 0.9% per month. The options with exercise price of $66 matures in 120 days. Please answer the following questions. Please use the website www.optionseducation.org to find the value of options and options delta: a. What is the annualized interest rate? b. What is the annualized standard deviation? c. What is the Call value? d.What is the Put value? e.What is the Delta for the call? flllat is the Delta for the put