Using the Black-Scholes Model,the Delta of a Call Option Is $N(-d 2)$

Using the Black-Scholes model,the delta of a call option is:

A) $N(-d 2)$
B) $N(-d 1)$
C) $\mathrm{N}(\mathrm{d} 2)$
D) $N(\mathrm{~d} 1)$