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 = $60

Exercise price = $55

Risk-free rate = 3.90% per year, compounded continuously Maturity =

9 months Standard deviation = 47% per year

Call option delta ???

Put option delta ???

LOOKING FOR CALL OPTION DELTA AND PUT OPTION DELTA..PLEASE FOLLOW INSTRUCTIONS ON ROUNDING DECIMALS, PLEASE !!!!!!!!!!!!!!!!!!!!!