3. Use the put-call parity relation for European options on a stock paying a continuous dividend yield, 8, to derive the following relations between the Greek parameters for a call option and a put option. Assume the current time is t and the call option and put option in the put-call parity relation mature in time T - t. Answer the following questions. a. Derive the relation between the delta of a European call option and the delta of a European put option. b. Derive the relation between the gamma of a European call option and the gamma of a European put option. c. Derive the relation between the vega of a European call option and the vega of a European put option. d. Derive the relation between the theta of a European call option and the theta of a European put option