Black-Scholes Model A stock has a price of $32 and an annual return volatility of 45 percent. The risk-free rate is 3.0 percent. Using a computer spreadsheet program, calculate the call and put option prices with a strike price of $31.50 and a 90-day expiration. Also calculate the deltas of the call and put. Black-Scholes Model A stock has a price of $32 and an annual return volatility of 45 percent. The risk-free rate is 3.0 percent. Using a computer spreadsheet program, calculate the call and put option prices with a strike price of $31.50 and a 90-day expiration. Also calculate the deltas of the call and put