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Consider the approximate formula 1 + ~ 0 2 connecting the Gamma and the Theta of a plain vanilla European call option. a) Show that the approximate formula is exact if the underlying asset pays no dividends, q, and the risk-free interest rate, r, is zero. In other words, for a call option, show that, if r = q = 0, then 0252 r(C) 1 + = 0. O(C) b) If q = 0 butr # 0, show that 0252 r(C) 1 1 + = 1+ N'(d2) 2rVT - t N(d2)