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 within that range for the next three months. The price of a three-month put option with an exercise price of $40 is $3, and a call with the same expiration date and exercise price sells for $2. 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?