question on put call parity

Hi

My question is


Derive the put-call parity relationship between the value C of a European call option and the value P of a European put option, with the same strike price E and expiry date T, when the risk free interest rate is




any help is appreciated

thanks(Hi)

Google

can you derive it for a constant r(t)?

if so, you just need to adjust your accumulated cashflows to reflect the variable r(t).

yep I was confused about the interest rate

Does the r(t) go with the bond function which involves a interest rate?

Your question is confusingly worded. i cant tell if you have the right idea or not.

You need use r(t) to calculate the amount of money you would get on the strike date if you put E in a bond now. Unless your teacher thinks you are some kind of genius, you will have been taught how to do this before being set the question ;)