The underlying asset (spot, not paying dividends) quotes 50, and the European options considered below expire in 3 months. You live in Black-Scholes universe. a) Show formally that a long condor made of 4 calls has exactly the same value and greeks as a long condor made of 4 puts. For "greeks, just show formally for delta, gamma and vega. b) Let one short strangle be made of a call, strike 50, and a put, strike 45. Let another short strangle be made of a call, strike 45, and a put, strike 50. You are given a Table reporting the value and greeks of both strangles but without stating which is which. How can you tell which is which at first glance? What do you notice about the greeks (gamma, vega, theta) and why? The underlying asset (spot, not paying dividends) quotes 50, and the European options considered below expire in 3 months. You live in Black-Scholes universe. a) Show formally that a long condor made of 4 calls has exactly the same value and greeks as a long condor made of 4 puts. For "greeks, just show formally for delta, gamma and vega. b) Let one short strangle be made of a call, strike 50, and a put, strike 45. Let another short strangle be made of a call, strike 45, and a put, strike 50. You are given a Table reporting the value and greeks of both strangles but without stating which is which. How can you tell which is which at first glance? What do you notice about the greeks (gamma, vega, theta) and why