Show that if C is the price of an American call option on a futures contract when the strike price is K and the maturity is T, and P is the price of an American put on the same futures contract with the same strike price and exercise date, then Foe~rT -K^C-P^F0- Ke~rT where F$ is the futures price and r is the risk-free rate. Assume that r > 0 and that there is no difference between forward and futures contracts. (Hint: Use an analogous approach to that indicated for Problem 13.19.)