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Consider a European call and European put, each with strike K and expiration date T. Suppose the underlying asset has a dividend yield q. Use

Consider a European call and European put, each with strike K and expiration date T. Suppose the underlying asset has a dividend yield q. Use put-call parity to derive the five relations between the five Greeks of the call and the five Greeks of the put: Delta, Gamma, Rho, Theta and Vega. For example, find a relation between c and p. Do not assume the log-normal model.

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