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2. Provide the definition of these Greek letters: Delta, Theta, Gamma and Vega, and point out how will they evolve as the price of the

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2. Provide the definition of these Greek letters: Delta, Theta, Gamma and Vega, and point out how will they evolve as the price of the underlying asset increase or decrease for the European call options? (16 points, 4 points for each)

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