Suppose the B-S model is valid for a certain non-dividend-paying stock, with our usual notation. It is given that S=$100,=0.6. The continuously-compounded interest rate is r=4% p.a. We are given a European call and a European put, both with a strike price of K=95 and time to expiration =.5 years. Then we obtain, with our usual notation: N(d1)=0.6481,N(d2)=0.4824,c(0)=19.89,p(0)=13.01. You should test yourself and verify these results. 1 Based on that, (a) The call's delta is c= The put's delta is p=. (b) In the following table, each row represents a different position (portfolio). Complete the missing numbers such that each one of these positions is "instantaneously riskless