问题如下：
A European call and European put option on a stock both cost USD 5 with a common strike price USD 30 and a common time to maturity of one year. The current stock price is USD 30. What arbitrage opportunities does this create? Assume no dividend is paid and the interest rate is positive.
选项：
解释：
From put-call parity, the excess of the call price over the put price is S - PV(K). In this case S = K = 30 and so S - PV(K) is positive. The call should be worth more than the put, but they are both worth the same. An arbitrageur should buy the call, sell the put, and short the stock.
请问为什么要short stock呢
