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 S0, 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 t1 and t2, 0 < t1 < t2 < T with amounts denoted dt1 and dt2 respectively. Write the put-call parity formula and explain why it is true
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