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Consider the following information on a particular stock: Stock price = $89 Exercise price = $85 Risk-free rate = 3% per year, compounded continuously Maturity

Consider the following information on a particular stock:

Stock price = $89

Exercise price = $85

Risk-free rate = 3% per year, compounded continuously

Maturity = 8 months

Standard deviation = 59% per year

What is the delta of a call option?
What is the delta of a put option?

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