An investor buys a European call option on Moxley Co. stock. The option las a strike price of K and a maturity of T. The investor also wnrites a European put op on the same stock. That option also has a strike price of K and a maturity of T. The investor's net position is equivalent to what? A. A short call option with strike price K and maturity T B. A calendar spread with strike price K and maturity I C. A straddle with strike price K and maturity T D. A short position in a forward contract with delivery price K and matarity T E. A long position in a forward contract with delivery price K and maturity T F. There is no equivalent