If C(S,t) and P(S,t) are the values of a European call and put with the same exercise and expiry, show that C-P also satisfies the Black-Scholes equation with the particularly simple final data C-P = S-K at t=T. Deduce from the put-call parity theorum that S-(Ke^(-r(T-t))) is also a solution; interpret these results financially.