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A European Call and European Put Have the Same Strike

Question 4

Multiple Choice

A European call and European put have the same strike price and time to maturity. Which two of the following are true? choose two)


A) The gamma of a call is the same as the gamma of a put.
B) The delta of a call is the same as the delta of a put.
C) The vega of a call is the same as the vega of a put.
D) The theta of a call is the same as the theta of a put.

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