Consider a European call and a European put on the same underlying asset. Both options have the same maturity and the same strike price. Which of the following is true?

	A.	The delta of the call is the same as the delta of the put.
	B.	The rho of the call is the same as the rho of the put.
	C.	The vega of the call is the same as the vega of the put.
	D.	The gamma of the call is different from the gamma of the put.