The common stock of the company has been trading in a narrow range around R40 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 R40 is R3, and a call with the same expiration date and exercise price sells for R4. How can a position be created involving a put, a call, and riskless lending that would have the same payoff structure as the stock at expiration?