答案不对？

问题如下：

Which of the following choices best describes how SCSI could replicate a long risk-free bond return using a forward contract on CWI and call and put options on CWI?

选项：

A.Short a forward contract on CWI, short a put option on CWI, and long a call option on CWI

B.Long a forward contract on CWI, long a put option on CWI, and short a call option on CWI

C.Long a forward contract on CWI, long a put option on CWI, and long a call option on CWI

解释：

B is correct. Using the put-callforward parity equation as follows:

F₀(T)(1 + r)^-T +p₀ = c₀ + X(1 + r)^-T

And rearranging to solve for therisk-free bond gives the following:

F₀(T)(1 + r)^-T +p₀ - c₀ = X(1 + r)^-T.

The signs on the forward contract andput option positions are both positive, indicating long positions. The negativesign on the call option indicates a short position.