Which of the following statements are wrong (Hint: three are wrong)

A. You can construct a Principal Protected investment by buying zero coupon bonds and put options

B. -S = -B-C+P

C. Stock returns are lognormally distributed and stock prices are normally distributed

D. A risk free portfolio can be constructed through a combination of stock and a certain number

of its options

E. Making a portfolio Gamma neutral requires the use of options

F. Buying a put is equivalent to selling a call