The current stock price of Alcoco is 590, and the stock does not pay dividends. The instantaneous risk-free rate of return is 7.5 %. The instantaneous standard deviation of Alcoco's stock is 35%. You want to purchase a call option on this stock with an exercise price of $100 and an expiration date 30 days from now. Based on the Black-Scholes OPM the call option's delta will be L? (Show your work) Arial 3 (12p0 T. Q1 %

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