IBM stock currently sells for 92 dollars per share. The implied volatility equals 42.5 percent. The risk-free rate of interest is 3.5 percent continuously compounded. What is the delta of a call option with strike price 89 and maturity of 3 months? \begin{tabular}{l} 0.61791 \\ \hline 0.09 \\ 0.71791 \\ 0.3 \\ 0.38209 \end{tabular}