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 answers to 4 decimal places, e.g., 32.1616.) Stock price = $56 Exercise price = $55 Risk-free rate = 4.10% per year, compounded continuously Maturity = 9 months Standard deviation = 45% per year

Call option delta

Put option delta