Suppose you set up a portfolio that (i) buys a call option on a stock ABC with a strike price of $X, (ii) shorts a put on the same stock with the same strike price of $X, and (iii) buys a zero-coupon bond with a face value of $X that matures on the same date the options expire. What is the payoff function of this portfolio equal to? Assume that all options mature on the same expiry date.

A. Buying a put option on ABC stock

B. Selling a call option on ABC stock

C. Issuing a bond with a face value of $X

D. Shorting ABC stock

E. Purchasing ABC stock