Show that they change in value by the same amount when the, Portfolio Management

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Show that they change in value by the same amount when the

Consider a European call and a European put with the same strike price and time to maturity.

Show that they change in value by the same amount when the volatility increases from a level σ₁to a new level σ₂within a short period of time. (Hint: Use put-call parity.)

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Portfolio Management: Show that they change in value by the same amount when the

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Portfolio Management: Show that they change in value by the same amount when the

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