This has been addressed a number of times on this forum.
On my 2012 M5:
1. if I stop with the car in gear, any gear, and select the park brake and turn off the engine, the car goes into P
2. if I select neutral before I select the park brake, then shut down I get a ridiculous warning about the car rolling away, then the car selects P by itself
Either way the car ends up in P.
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