Problem 4: Consider the Put-Call Parity Equation as per Cg - Ps= X - Ee="(T-1) Where Cg equals the value of the call with exercise price E. And Pg equals the value of the put with exercise price E. And X equals the price of the stock And E equals the exercise price. And r equals the risk free continuous interest rate. And I equals the expiration time. And t equals the present time. Also we assume that X, t and r are independent variables. (So their partial derivative with respect to each other are 0). a. Find an equation that relates the call and put delta. Draw a graph of the put delta versus the call delta. If the call delta is .62 then compute the put delta. b Find an equation that relates the call and put gamma. c. The partial derivative with respect to time, t, is called theta. Find an equation that relates the call and put theta. d. The partial derivative with respect to interest rates, r, is called rho. Find an equation that relates the call and put rho. Problem 4: Consider the Put-Call Parity Equation as per Cg - Ps= X - Ee="(T-1) Where Cg equals the value of the call with exercise price E. And Pg equals the value of the put with exercise price E. And X equals the price of the stock And E equals the exercise price. And r equals the risk free continuous interest rate. And I equals the expiration time. And t equals the present time. Also we assume that X, t and r are independent variables. (So their partial derivative with respect to each other are 0). a. Find an equation that relates the call and put delta. Draw a graph of the put delta versus the call delta. If the call delta is .62 then compute the put delta. b Find an equation that relates the call and put gamma. c. The partial derivative with respect to time, t, is called theta. Find an equation that relates the call and put theta. d. The partial derivative with respect to interest rates, r, is called rho. Find an equation that relates the call and put rho