不应该是short 一个零息券吗，因为等号挪过去了呀

问题如下：

In accordance with put-call-forward parity, what is the composition of a portfolio that replicates a fiduciary call's payoff?

选项：

A.A long position in a call option and a short position in a risk-free bond. B.A long position in a put option, a long forward contract, and a long position in a risk-free bond. C.A short position in a call option, a long forward contract, and a long position in a risk-free bond

解释：

Put-call-forward parity explains that a fiduciary call, which is a long call combined with a risk-free bond, has the same payoff as a protective put. 根据看涨看跌远期平价，受托看涨期权（一个看涨期权和一个无风险债券的组合）与保护性看跌期权有相同的回报。