The current stock price of Alcoco is $90, 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) For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac). Arial 311200 T.EE