Find the put-call parity relationship for these


(a) An asset pays a continuous dividend yield D0S. By considering the value of a call and a put with exercise price E and time to expiry T and then their difference, find the put-call parity relationship for these options. [Note: Do not assume a formula for the put - you need to prove it.] (b) An asset pays a single, discrete dividend yield dyS. By considering the value of a call and a put with exercise price E and time to expiry T and then their difference, find the put-call parity relationship for these options.

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Financial Management: Find the put-call parity relationship for these
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