Prove the results in equations (14.1), (14.2), and (14.3) using the following portfolios Parole A: one European call option plus an amount of cash equal to Ke Portfolio : shares, with dividends being reinvested in additional shares Portfolio Cane European put option plus shares, with dividends on the shares being reinvested in additional shares Portfele D: an amount of cash equal to Ke 14.37 Show that, if C is the price of an American call with strike price Kand maturity T on a stock providing a dividend yield of q, and P is the price of an American put on the same stock with the same strike price and exercise date, then S-KC-PS-Ke where & is the stock price, r is the risk-free interest rate, and r>0. (How To obtain the first half of the inequality, consider possible values of: Portfolio A: a European call option plus an amount K invested at the risk-free rate Portfolio B: an American put option plus of stock with dividends being reinvested the stock in To obtain the second half of the Inequality, consider possible values of Portfolio C. an American call option plus an amount Ke invested at the risk-free rate Portfolio Da European pat option plus one stock, with dividends being reinvested in the stock)