7. An investor holds a European call with strike Kc and maturity T on a non-dividend- paying asset whose current price is So. Suppose the investor can write a put with any strike strike price Kp, write a forward with any delivery price Kf, and can borrow any amount B at the risk-free rate (if B is negative this is a loan). What are the conditions on Kp, Kf, and B that make this combination of positions a constructive sale (i.e. that have the same effect as selling the call)