Use the put call parity relationship to derive

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Reference no: EM131237937

Use the put-call parity relationship to derive, for a non-dividend-paying stock, the relationship between:

(a) The delta of a European call and the delta of a European put

(b) The gamma of a European call and the gamma of a European put

(d) The theta of a European call and the theta of a European put.

Reference no: EM131237937

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