Suppose that Stock XYZ is currently trading at $30 and does not pay any dividends. There is a European put option written on this stock with a strike of $30 and a maturity of three months. Assume that annual continuously compounded interest rate is 5% and the volatility of the stock is 20% per year. What is the delta of the put option according to the Black- Scholes model? -0.4305 0.5695 0.7305 -0.6555