Use the put-call parity relationship to derive, for a non-dividend-paying stock, the relationship between: (a) The delta
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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
(c) The vega of a European call and the vega of a European put
(d) The theta of a European call and the theta of a European put.
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