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IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5

IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5 percent. The risk-free rate of interest is 7.0 percent continuously compounded. What is the delta of a put option with strike price 45 and maturity of 5 months? A. 0.43864 B. 0.56136 C. 0.56136 D. 0.43864 E. 0.11364

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