Put$-$Call Parity says: P $+$ C $=$ C $+$ PV$($X$).$

Put option is not available with identical features $($X$,$ t$)$ for the undrlying stock of the Call.

Which transactions would be included to synthetically buy a put position for that same stock?

Group of answer choices

Sell Call, Short the Stock, Buy T$-$Bills

Sell Call, Buy the Stock, Sell T$-$Bills

Buy Call, Short the Stock, Buy T$-$Bills

Buy Call, Buy the Stock, Sell T$-$Bills