In a natural deduction problem, if your conclusion is a conditional statement that does not appear in any of the premises, then it is not a valid argument.
Natural deduction is a process/theory that we use to derive the conclusion of any argument from the premises by using the rules of inference. Now, as the definition itself has established, in natural deduction problems we solve arguments from the premise. But in the argument, we have been told that the conclusion isn't from the premises.
Any argument or conclusion becomes valid if the premise is valid as well. This means that if the conclusion is not in the premise, then it is not valid.
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