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hw8 Question 8 (of 20) 8. value: 10.00 points What are the deltas of a call option and a put option with the following characteristics?

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hw8 Question 8 (of 20) 8. value: 10.00 points What are the deltas of a call option and a put option with the following characteristics? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your final answers to 4 decimal places. (e.g., 32.1616)) Stock price = $52 Exercise price = $50 Risk-free rate = 4.30% per year, compounded continuously Maturity = 9 months Standard deviation = 66% per year Call option delta Put option delta

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