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Using put-call parity, it can be shown that a synthetic European call can be created by a portfolio that is: A. long the stock, long the put, and long a pure discount bond that pays the exercise price at option expiration. B. long the stock, long the put, and short a pure discount bond that pays the exercise price at option expiration. C. long the stock, short the put, and short a pure discount bond that pays the exercise price at option expiration. |