Let P(S)K,T ,r, be the Black and Scholes formula for the price of a European put option with current stock price S, strike price K, expiration date T, risk-free rate r, and return volatility . Write down the put-call parity formula for European put and call options with the same strike price, expiration date, and underlying asset. Let C(S)K,T ,r, be the Black and Scholes formula for the price of a European call option with current stock price S, strike price K, expiration date T, risk-free rate r, and return volatility . Write down the expressions for the derivatives C/S, 2C/S2 , C/r, C/T, C/. How do we call these derivatives? Are you able to derive sign restrictions on these derivatives? If yes, what are these restrictions? Use the put-call parity to derive the expressions for the derivatives P/S, 2P/S2 , P/r, P/T, P/. How do we call these derivatives? Are you able to derive sign restrictions on these derivatives? If yes, what are these restrictions?