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Use the putcall parity relationship to derive, for a non-dividend-paying stock, the relationship between: Briefly discuss what is going on. The delta of a European

Use the putcall parity relationship to derive, for a non-dividend-paying stock, the relationship between: Briefly discuss what is going on.

  1. The delta of a European call and the delta of a European put.
  2. The gamma of a European call and the gamma of a European put.
  3. The vega of a European call and the vega of a European put.
  4. The theta of a European call and the theta of a European put.

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