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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

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 __________.

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