# Problem with setting up an arbitrage

I have a problem setting up an arbitrage table. I have to prove this relation:

$$C_0 + P_0 \geq (k_2 − k_1) e^{−rt}$$

where

• $C_0$ is the price of a call with strike $k_1$,
• $P_0$ is the price of a put with strike $k_2$ (both options have the same maturity $t$),
• $k_1 < k_2$.

I obtain $P_0 – C_0 \geq (k_2 − k_1)e^{−rt}$, but this is not the right answer, and I don't get how I should show that the right answer mostly because I don't get why there is a positive sign. I buy $C_0$ so it should be negative. I'am really confused.

Can somebody can help me?

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