You took a short position in a forward contract under which you will deliver the underlying for a price equal to K in one year. The payoff at maturity of your position is equal to the payoff of:

buying a call and writing a put on the same underlying , with a strike of K , and one year maturity ;

shorting the underlying and getting a loan for the present value of K ;

a short position in the underlying

buying a put and writing a call on the same underlying , with a strike of K , and one year maturity ;