Let C be a digital call option with strike K and expiry T and P be digital put option with identical strike and expiry. Furthermore, assume Z is the price of a zero coupon bond with maturity T and principal 1. Find a put-call parity relation for the prices of these two options today. (The payoff of a digital call option is C(T) = H(S_T - K), where K is the strike, S_T the spot at time T and H(t) is the Heaviside function. The payoff of a digital put option is P(T) = H(K - S_T))