One of the Foundations of the Black Scholes Option Pricing

One of the foundations of the Black Scholes Option Pricing Model was that the shares of stock and call option combined to form

A) A riskless hedge that,by definition,had to duplicate the return of a discount bond with the same maturity length as the option
B) A hedge that by definition had the same risk as a 1 year U.S.Treasury bill
C) A hedge that by definition had to equal the risk of the underlying common stock on which the option was priced
D) None of the above are true