Go to www.cfo.com and, under CFO.com Toolbox, follow the “Stock Options Calculator” link, then the “Options Calculator (Java)” link. There is a call and a put option on a stock that expires in 30 days. The strike price is $50 and the current stock price is $51.20. The standard deviation of the return on the stock is 60 percent per year, and the risk-free rate is 4.8 percent per year, compounded continuously. What is the pr ice of the call and the put? What are the deltas?