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 = $52

Exercise price = $50

Risk-free rate = 4.30% per year, compounded continuously

Maturity = 9 months

Standard deviation = 66% per year