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 So, 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 ti and t2, 0) < ti < t2 < T with amounts denoted dt, and dt, respectively. Write the put-call parity formula and explain why it is true? (You should provide an arbitrage argument to justify the formula you provide).

see below

step-by-step explanation:

7.   there are 10 data points in the set.   the middle point is between 5 and 6.   the middle point in the top half is 8   and the middle point in the bottom half is 3. to find the iqr , take point 8 and subtract point 3

mid term   point 8 = 100   point 3 = 88

iqr = 100-88 = 12

final   point 8 = 93   point 3 = 78

iqr = 93 - 78 = 15

the final has the greatest iqr

6.   b - there is a high data value that causes the data set to be asymmetrical for the males: the data for males are high and asymmetrical .   there is an outlier for the males that skews the data

5.   the   iqr is a better measure of spread for the movies and basketball games.   since the basketball game has an outlier, we do not want to use standard deviation for measurement.  

3.   the exam median is much higher than the class median.   the median line is farther to the right on the exams

2.   there is no way to tell what the means are from the box and whisker plots.  

mk./km: lm

step-by-step explanation:

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; mk

lk

the  office resources  are the human, physical and financial  resources  which are utilized for performing all the activities in order to achieve the organizational objectives.

happy to

pls mark as brainliest

35 is an outlier

step-by-step explanation: