Recall that, under the B-S assumptions, the A, I, and v of the call are Acall = = (d), as $(d1) I call = as SoT-t' V call = = So(d)T-t. do 1. Use put-call parity to derive the expression for price of the put, p (not in terms of c). 2. Derive the put's delta, Aput. Does it have the same sign as the call's? Explain why or why not. 3. Derive the put's gamma, put. Does it have the same sign as the call's? Explain why or why not. 4. Derive the put's vega, Vput. Does it have the same sign as the call's? Explain why or why not. 5. Relate your answers to the previous two questions. How could you have answered one without doing any calculations?