Delta and Gamma of a European Call Option

Consider a European call option on a stock that is currently trading at $100. The option has a strike price of $95 and a maturity of 1 year. The risk-free interest rate is 5%, and the stock has an expected volatility of 20%. You are evaluating the option's delta and gamma to assess its sensitivity to changes in the underlying stock price.

The delta of the option is defined as the rate of change of the option's price with respect to changes in the stock price, and gamma is the rate of change of delta with respect to changes in the stock price. Assume that the option is priced using Black-Scholes model calculations.

Based on this information, which of the following statements regarding the delta and gamma of the call option is correct?