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).