You would like to construct a synthetic short forward contract which has no premium, using a call option and a put option. All of the following statements are true, except:

Select one:

A. The strike price of the call equals the strike price of the put

B. The contract consists of a long put and a short call

C. The strike price of the put equals the current spot price of the underlying asset

D. The premium for the call equals the premium for the put

E. You would always sell the underlying asset for the strike price at the expiration of the contract