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@Dear Frederic, You're right. I installed Windows 7 Ultimate complete new, now it work's. Win 8.1 was a complete new installation, in this case...
Update: Both Systems 64Bit Running on iMac 12GB Ram Windows 8.1 Pro works Windows 7 Ultimate with SP1 doesn't work
I'm having the same issue too. OSX Yosemite 10.10.2 Parallels 10.2.1 (29006) Windows 8.1 works Windows 7 with SP1 doesn't work