You can realize the same value as that derived from share ownership if you:
A) sell a put option and invest at the risk-free rate of return.
B) buy a call option and write a put option on a share and also lend out funds at the risk-free rate.
C) sell a put and buy a call on a share as well as invest at the risk-free rate of return.
D) lend out funds at the risk-free rate of return and sell a put option on the share.
E) borrow funds at the risk-free rate of return and invest the proceeds in equivalent amounts of put and call options.
Correct Answer:
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