(Put-call parity, ) Suppose we have the following instruments: (i) risk-free bonds (risk-free rate is r, continuously compounded and annualized), (ii) shares of a stock that does not pay dividends, (iii) European call options on shares of that stock with strike K and time to maturity T. Please find the (static) replicating portfolio for a European put option with the same underlying asset, strike K, and time to maturity T, and present the cash-flow table for your replicating portfolio.