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 7, and P is the price of an American put on the same futures contract with the same strike price and exercise date, then C-P-K where is the futures price and r is the risk-free rate. Assume that > 0 and that there is to difference betwem forward and futures contracts (Hau: Use an analogous approach to that indicated for Problem 14.37.)