At time = 0, for a CALL option at exercise price (X) on a newly issued forward contact at F_T (the forward price at time = 0), a portfolio with equal value could be constructed from being long in:

	A.	a put at X and long in a pure-discount risk-free bond that pays X FT at option expiration.
	B.	a risk-free pure-discount bond that pays FT X at option expiration and short in a put at X.
	C.	a put at X and long in a pure-discount risk-free bond that pays FT X at option expiration.
	D.	the underlying asset, long a put at X, and short in a pure-discount risk-free bond that pays X FT at option expiration.