Referring to put-call parity, which one of the following alternatives would allow you to create (own) a synthetic European call option? Sell the stock, buy a European put option on the same stock with the same exercise price and the same maturity; invest an amount equal to the present value of the exercise pnce in a pure-discount riskless bond Buy the stock, sell a European put option on the same slock with the same exercise pnce and the same matunty; short an amount equal to the present value of the exercise price woith of a pere-discount riskless bond Buy the stock, buy a European put option on the same stock with the same execise price and the same maturity, short an amount equal to the present value of the exerise price worth of a pure discount niskless bond