The current stock price of Alcoco is $60, and the stock does not pay dividends. The instantaneous risk-free rate of return is 6%. The instantaneous standard deviation of Alcoco's stock is 40%. You want to purchase a call option on this stock with an exercise price of $65 and an expiration date 30 days from now. Based on the Black-Scholes OPM, the call option's delta will be 0.32 O A. B. 0.25 0.60 0.28