Which counterparts of duration and convexity are the first- and second order sensitivities of an equity market instrument to changes in the price of the underlying?

Which counterparts of duration and convexity are the first- and second order sensitivities of an equity market instrument to changes in the price of the underlying?
A . Delta and gamma
B . Gamma and theta
C . Theta and rho
D . Alpha and Vega

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Answer: A