Assume no arbitrage opportunities. We suppose that there are two assets traded on market, a money market account with nterest rate r and a risky asset which price is denoted by St. We denote by C0(T,K) the price at time 0 of a call on S with naturity T and strike K. Let FR+and consider a forward contract, that give max(ST,F) at time T in exchange of a payment at time T of K0 fixed at time 0). We recall that there no money exchange at time 0 . Show that: K0=F+erTC0(T,F)