There is nothing wrong in a man having sexual relations with his Zoroastrian slave-girl.
Said ibn al-Musayyib Quotes
Abu Muhammad Sa'id ibn al-Musayyib ibn Hazn al-Makhzumi (637–715) was one of the foremost authorities of jurisprudence (fiqh) among the taba'een (generation succeeding the companions of Muhammad who are referred to as the sahaba).
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Quotes and notes from Wikiquote: Said ibn al-Musayyib (page history), available under CC BY-SA 4.0.