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IBM shares have been trading around $40 per share for a while, and you think it is going to continue staying in that range. The price of a 3-month put option with a strike price of $40 is $3, and a call with the same expiration date and strike price sells for $4. How can you create a position involving a put, a call, and riskless lending that would have the same payoff structure as the stock at expiration? O A. Sell the call buy the put, borrow the present value of $40. B. Buy the call, sell the put lend the present value of $40. OC. None of the answers are correct OD. Sell the call buy the put, lend the present value of $40 O E. Buy the call sell the put, borrow the present value of $40