X CID This question is based on the same data as the previous question. "A stock's current price is $100. Its return has a volatility of s - 20 percent per year. European call and put options trading on the stock have a strike price of K - $105 and mature after T-0.25 years. The continuously compounded risk-free interest rater is 2 percent per year. What is the delta of the European call? 0.35 0.31 -0.31 0.5 -0.35