6 Let C be as in Exercise 5 and let P be the value of an American put option on the same stock with the same strike price and maturity. By comparing the values of two suitable portfolios, show that C+K > P+S. Using put-call parity for European options and the result of Exercise 5, show that PC + Ke-(T-) - S. Combine these results to see that, if r > 0 and t P+S. Using put-call parity for European options and the result of Exercise 5, show that PC + Ke-(T-) - S. Combine these results to see that, if r > 0 and t