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What are the deltas of a call option and a put option with the following characteristics? (Negative amount should be indicated by a minus sign.

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What are the deltas of a call option and a put option with the following characteristics? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your final answers to 4 decimal places. (e.g., 32.1616)) Stock price = $37 Exercise price = $35 Risk-free rate = 3.80% per year, compounded continuously Maturity = 8 months Standard deviation = 48% per year Call option delta Put option delta

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