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Suppose that C is a call on S with strike K, expiration T and volatility o. a) Prove that: SN'(d) = e-T K N'(d) and

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Suppose that C is a call on S with strike K, expiration T and volatility o. a) Prove that: SN'(d) = e-T K N'(d) and use it to prove that for a call A = N(d). b) Compute the delta of a put (with the same strike) using put-call parity

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