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Referring to put-call parity, which one of the following alternatives would allow you to create a synthetic stock position? A. Buy a European call option; buy a European put option; invest the present value of the exercise price in a riskless pure-discount bond. B. Sell a European call option; buy a European put option; short the present value of the exercise price worth of a riskless pure-discount bond. C. Buy a European call option; short a European put option; invest the present value of the exercise price in a riskless pure-discount bond. D. Sell a European call option; sell a European put option; invest the present value of the exercise price in a riskless pure-discount bond. |