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What are the deltas of a call option and a put option with the following characteristics? Stock price=$44Exercise price=$40Risk-free rate=4.70% per year, compounded continuouslyMaturity=9 monthsStandard

What are the deltas of a call option and a put option with the following characteristics?

Stock price=$44Exercise price=$40Risk-free rate=4.70% per year, compounded continuouslyMaturity=9 monthsStandard deviation=62% per year

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