A strategy consists of buying a market index product at $830 and longing a put on the index with a strike of $830 and expiring in 6 months. If the put premium is $18.00 and interest rates are 0.5% per month, what is the estimated price of a call option with an exercise price of $830 and expiring in 6 months? A. $42.47 1. B. $45.26 C. $47.67 D. $49.55 301( 2. Using put-call parity, it can be shown that a synthetic SHORT European put can be created by a portfolio that is: long the stock, long the call, and long a zero-coupone bond that pays the exercise price at option expiration. long the stock, short the call, and short a zero-coupone bond that pays the exercise price at option expiration. long the stock, long the call, and short a zero-coupone bond that pays the exercise price at option expiration. long the stock, short the call, and long a zero-coupone bond that pays the exercise price at option expiration. A. B. C. D