Question: Using put-call parity, it can be shown that a synthetic European put can be created by a portfolio that is a. short the stock, long

Using put-call parity, it can be shown that a synthetic European put can be created by a portfolio that is

a. short the stock, long the call, and long a zero coupon bond that pays the exercise price at option expiration

b. short the stock, long the call, and short a zero coupon bond that pays the exercise price at option expiration

c. long the stock, short the call, and short a zero coupon bond that pays the exercise price at option expiration

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