Question 7 2 pts If a put option has a delta dose to minus one-half, then the corresponding call option is likely to be: O deeply out-of-the-money. O at-the-money or the stock price is close to the strike price. o either deeply in-the-money or deeply out-of-the money. O None of the other answers is correct. O deeply in-the-money, Question 8 2 pts