Prove put call parity for European options in the case of a single known dividend: c +

Question:

Prove put– call parity for European options in the case of a single known dividend:

c + PV(Div) + Ke−^rT = p + S

where S is stock price, K is strike price, T is maturity date for the option, r is risk- free interest rate, c is European call price, p is European put price, and PV(Div) is the present value of dividends.

Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...