We are at time 0 and we are given: A European call and a European put on XYZ stock, both expiring in one year (time T) and both with $40 strike price. A zero-coupon bond paying $1 in one year. (a) The time-0 prices are given in the table below. Show how the above securities can be combined to create a synthetic zero-down-payment forward contract. Value at expiration Time-0 (b) Security Price per unit Units value S(T)$40 40