Consider a non-dividend paying stock on which a futures contract, a call option and a put option trade. The maturity date for all three contracts is T, the exercise price of the put and the call are both X, and the futures price is F. Interest is continuously compounded. Assuming that the spot-futures parity and put-call parity conditions hold, if X = F, Select one alternative: Call premium + Put premium = 0 Put premium = 0 Call premium = 0 Call premium - Put premium = 0