The Avalon Corporation has been under a lawsuit and its current common stock price is $40. You know that the Avalon common share price will either rise a lot if it wins, or the price will experience a sharp drop if it loses. How can you create a position involving a put, a call, and riskless lending that would have the same payoff structure as shorting one stock at expiration? (Hint: the problem set asks to replicate the payoff of a long position of one stock, so) A Buy the call, sell the put; lend the present value of $40. B Sell the call, buy the put; lend the present value of $40. C Buy the call, sell the put; borrow the present value of $40. D Sell the call, buy the put; borrow the present value of $40. E None of the above