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An investor wants to build a zero cost portfolio. His portfolio contains the following: One share of stock that he bought at $85 One long

An investor wants to build a zero cost portfolio. His portfolio contains the following: One share of stock that he bought at $85 One long put option with strike price of 80, one year to maturity, and cost of 5.10 One short call option with strike price of 90, one year to maturity, and cost of 6.90. The continuously compounded interest rate if 5%. How can he make it a zero cost portfolio? Group of answer choices Buy a bond for 96.00 Long a bond for 83.20 Short a bond for 83.20 Borrow $74 None of the options

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