=+30. Derive the putcall parity relationship for European options on the underlying stock which pays dividends, assuming
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=+30. Derive the put–call parity relationship for European options on the underlying stock which pays dividends, assuming that at time t the value of dividends to be paid over the period [t, T] is known and given by Gt
(suppose that the other assumptions from Section 5.5 hold).
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