There is a European call and a European put on the same underlying asset, with the same maturity and the same strike price. Which of the following is true?

	A.	The gamma of the call is different from the gamma of the put.
	B.	The vega of the call is the same as the vega of the put.
	C.	The delta of the call is the same as the delta of the put.
	D.	The rho of the call is the same as the rho of the put.