Please show your work.

A stock has a price of $35 and an annual return volatility of 57 percent. The risk-free rate is 3.15 percent. Perform calculations in Excel. a. Calculate the European call and European put option prices with a strike price of $39.00 and a 90-day expiration. (Do not round intermediate calculations. Round your answers to 2 decimal places. Omit the "$" sign in your response.) European call premium $ European put premium $ b. Calculate the deltas of the European call and European put. (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 4 decimal places.) European call delta European put delta