Consider the put-call parity relationship for European call and put options on a stock that pays discrete dividends only. Assume the initial stock price is So, the continuously compounded risk-free interest rate is r, the options expire at time T, the stock price at time T is denoted St and there are two discrete dividends paid between time 0 and time T at times ti and t2, 0) < ti < t2 < T with amounts denoted dt, and dt, respectively. Write the put-call parity formula and explain why it is true? (You should provide an arbitrage argument to justify the formula you provide).

depends on how many days you are talking about

step-by-step explanation:

step-by-step explanation:

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time is equal to distance over rate so

t = d/r

need a little bit more information for the second question.