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I tried to work it out but the answer I get is wrong Question 3 12.5 pts IBM stock currently sells for 64 dollars per

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I tried to work it out but the answer I get is wrong

Question 3 12.5 pts IBM stock currently sells for 64 dollars per share. The implied volatility equals 40.0. The risk-free rate of interest is 5.5 percent continuously compounded. What is the delta of a call option with strike price 69 and maturity 9 months? O 0.4702 O 0.0751 O 0.5319 O 0.2574

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