The current stock price of Twitter Corp. is $28, and the stock does not pay dividends. The instantaneous risk-free rate of return is 1%. The instantaneous standard deviation of Twitter's stock is 30%. You want to purchase a call option on this stock with an exercise price of $30 and an expiration date 30 days from now. Based on the Black-Scholes OPM, the call option's delta will be A. 0.4052 B. 0.3611 C. 0.2294 D. 0.5913