For a 50-55 bull spread on a stock:

• The spread consists of European calls expiring in 3 months.

• The underlying stock follows the Black-Scholes framework and has price 45.

• The continuously compounded dividend yield on the stock is 0.05.

• The volatility of the stock is 0.23.

• The continuously compounded risk-free interest rate is 0.06.

  Calculate delta for the spread.