Rocket Companies, Incorporated common stock currently sells for $20.25 per share, and the standard deviation of returns is 54.51%. A put option with a strike price of $20.50 is currently trading on the market. The option expires in one month, and the risk-free rate of return is 4%. Rocket Companies does not pay a dividend. According to the Black-Scholes model, the delta for the Rocket Companies put is:

Group of answer choices

-0.55388

-0.49127

0.50873

0.44612