please answer the whole question 3, thx

Question 3 Show that the following function T2erT[K0F0K2putKcallKdK] can be approximated by T1(K0F01)2 where T>0 is time, r>0 is a net interest rate, K0 and K are strike prices, and F0 is a futures price. put K and call K are put resp. call options with strike price K that expire time T in the future. Use the following information: (1) The put-call parity is given by: putK=callK+erTKS0. (2) The future price F0 of the underlying and its current price are related as: F0=erTS0. (3) K0F0. Hint: this assumption allows the application of a Taylor approximation (see the latest Handout on Blackboard, Section 13.6)