IBM stock currently sells for $64$ dollars per share. The implied volatility equals $40\mathrm{.}0.$ The risk$-$free rate of interest is $5\mathrm{.}5$ percent continuously compounded. What is the delta of a call option with strike price $69$ and maturity $9$ months?

Group of answer choices

$0\mathrm{.}4702$

$0\mathrm{.}0751$

$0\mathrm{.}5319$

$0\mathrm{.}2574$