问题如下：
Based on put–call parity, which of the following combinations results in a synthetic long asset position?
选项：
A.A long call, a short put, and a long bond
A short call, a long put, and a short bond
C.A long call, a short asset, and a long bond
解释：
A is correct. One can synthetically create a long asset position by buying a call, shorting a put, and buying a bond.
B is incorrect because combining a short call and a short bond with the right to sell (not buy) another asset via a long put could not result in a new synthetic long asset position.
C is incorrect because combining a long call, a short asset, and a long bond creates a long put, not a synthetic long asset.
请问这道题能用c+k=p+s来解释吗 要是能的话能细说一下吗
