Which of the following can create a $1,000 principal protected note if the interest rate is 4% per annum with continuous compounding?

A 2-year zero-coupon bond plus a 2-year call option worth about $135

A 3-year zero-coupon bond plus a 3-year call option worth about $153

A 3-year zero-coupon bond plus a 3-year call option worth about $113

A 3-year zero-coupon bond plus a 2-year call option worth about $95