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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

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., 32.1616.)

Stock price = $40

Exercise price = $35

Risk-free rate = 4.9% per year, compounded continuously

Maturity = 9 months

Standard deviation = 60% per year

Call option delta= ?

Put option delta= ?

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