Suppose over the period ([0, T]) a certain stock pays a dividend whose present value at interest
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Suppose over the period \([0, T]\) a certain stock pays a dividend whose present value at interest rate \(r\) is \(D\). Show that the put-call parity relation for European options at \(t=0\), expiring at \(T\), is
where \(d\) is the discount factor from 0 to \(T\).
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