Continuously compounded yield to discount using Put Call Parity

I’m seeing a few put call parity questions on Qbank where instead of dividing the exercise price by the risk free rate, they’re using continous compounding to discount. Is there any sort of indication of why we calculate using this method instead of the regular way of discounting?

option pricing using Black Scholes model might be one of the reasons…

look at the first assumption in the CFAI text for the BS Model, returns on lognormally distributed

paste some of the answers up or deconstruct them yourself - go back to the LOS.