A stock has a price of $24 and an annual return volatility of 52 percent. The...

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A stock has a price of $24 and an annual return volatility of 52 percent. The risk-free rate is 3.1 percent. Perform calculations in Excel. a. Calculate the call and put option prices with a strike price of $32.5 and a 90-day expiration. (Round your answers to 2 decimal places. Omit the "$" sign in your response.) Call premium Put premium A A b. Calculate the deltas of the call and put. (Negative amounts should be indicated by a minus sign. Round your answers to 4 decimal places.) Call delta Put delta A stock has a price of $24 and an annual return volatility of 52 percent. The risk-free rate is 3.1 percent. Perform calculations in Excel. a. Calculate the call and put option prices with a strike price of $32.5 and a 90-day expiration. (Round your answers to 2 decimal places. Omit the "$" sign in your response.) Call premium Put premium A A b. Calculate the deltas of the call and put. (Negative amounts should be indicated by a minus sign. Round your answers to 4 decimal places.) Call delta Put delta