What are the deltas of a call option and a put option with the following characteristics? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g., .1616.)

Stock price	=	$43
Exercise price	=	$40
Risk-free rate	=	3.50% per year, compounded continuously
Maturity	=	8 months
Standard deviation	=	51% per year