Prove the following identity: d2 = d - 0VT - the general put-call parity relation C(s, t) + Ee-r(T-1) = P(S, 1) + S P(S, 1) = Ee-r(T-") (1 N (dz)) + S (N (d) 1) simplified P(S, 1) = Ee-r(T-ON(-d) SN(-01) With t = 0, So = 5, E = 4, T = 1,0 = 0.3 and r = 0.05, di d2 N (d) N (2) N(-1) = N(-2) = Homework 7-b: Find the option values and verify the put-call parity. Prove the following identity: d2 = d - 0VT - the general put-call parity relation C(s, t) + Ee-r(T-1) = P(S, 1) + S P(S, 1) = Ee-r(T-") (1 N (dz)) + S (N (d) 1) simplified P(S, 1) = Ee-r(T-ON(-d) SN(-01) With t = 0, So = 5, E = 4, T = 1,0 = 0.3 and r = 0.05, di d2 N (d) N (2) N(-1) = N(-2) = Homework 7-b: Find the option values and verify the put-call parity