Problem 29.4 A certain stock is currently trading for $95 per share. The annual continu- ously compounded risk-free interest rate is 6%, and the stock pays dividends with an annual continuously compounded yield of 3%. The price volatility relevant for the Black-Scholes formula is 32%. (a) Find the delta of a call option on the stock with strike price of $101 and time to expiration of 3 years. (b) Find the delta of a put option on the stock with strike price of $101 and time to expiration of 3 years