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
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