The common stock of the Avalon Corporation has been trading in a narrow range around $40 per share for months, and you believe it is going to stay in that range for the next 3 months. The price of a 3-month put option with an exercise price of $40 is $3, and a call with the same expiration date and exercise price sells for $4. How can you create a position involving a put, a call, and riskless lending that would have the same payoff structure as the stock at expiration? Buy the call, sell the put; lend the present value of $40. O A. 0 Sell the call, buy the put; lend the present value of $40. OB. Buy the call, sell the put; borrow the present value of $40. 0 Sell the call, buy the put; borrow the present value of $40. OD