Which of the following is true for a call option on a non-dividend-paying stock?

	If the strike price equals the forward price of the stock, it must have a delta of 0.5
	If the option is at the money (stock price equals strike price) it must have a delta of 0.5
	If the option has a delta of 0.5, it must be out of the money
	If the option has a delta of 0.5, it must be in of the money