i need the answer quickly

16. What is, respectively, the delta of an at-the-money (ATM) six-month European call and put option on a non-dividend-paying stock when the riskless rate is 4.0% per annum and the stock price volatihty is 28%? A. 0.20 (ATM call) and -0.20 (ATM put) B. 0.20 (ATM call) and -0.80 (ATM put) C. 0.58 (ATM call) and -0.58 (ATM put) D. 0.58 (ATM call) and -0.42 (ATM put) ont position in 1,000 at-the-money (ATM) one-year put options when the