Using put-call parity, it can be shown that a synthetic European put can be created by a portfolio that is

	a. short the stock, long the call, and long a zero coupon bond that pays the exercise price at option expiration
	b. short the stock, long the call, and short a zero coupon bond that pays the exercise price at option expiration
	c. long the stock, short the call, and short a zero coupon bond that pays the exercise price at option expiration