Verify that the strategy of selling one share of stock, selling one put option, and buying one call option always results in a positive win if S+P-C > Ke^-rt.

S = price of stock at time 0

P = price of European put option that enables its holder to sell one share of the stock for the amount K at time t.

C = price of a call option that enables its holder to buy one share of stock at an exercise price K at time t.