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Show by substituting for the various terms into the equation in parentheses (theta + r*S*delta + 0.5*sigma 2 *S 2 *gamma = r*pi) that the

Show by substituting for the various terms into the equation in parentheses (theta + r*S*delta + 0.5*sigma2*S2*gamma = r*pi) that the equation is true for

a. a single European call option on a non-dividend-paying stock

b. a single European put option on a non-dividend-paying stock

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