Time Remaining 1 hour 58 minutes 15 seconds 01:58:15 Item 10 Item 10 Time Remaining 1 hour 58 minutes 15 seconds 01:58:15 A stock has a price of $31 and an annual return volatility of 59 percent. The risk-free rate is 3.03 percent. Perform calculations in Excel. a. Calculate the call and put option prices with a strike price of $29 and a 90-day expiration. (Round your answers to 2 decimal places. Omit the "$" sign in your response.) Call premium $ 4.72 4.72 Incorrect Put premium $ 2.51 2.51 Incorrect b. Calculate the deltas of the call and put. (Negative amounts should be indicated by a minus sign. Round your answers to 4 decimal places.) Call delta .66 .66 Incorrect Put delta -.34 -.34 Incorrect