Consider a Stock That Pays No Dividends

Multiple Choice

Consider a stock that pays no dividends. You hold a portfolio comprising an asset-or-nothing call and a cash-or-nothing put. The options share the same strike, and the cash-or-nothing put pays an amount equal to the strike price if the put finishes in-the-money. Your portfolio is equivalent to

A) A vanilla call.
B) A vanilla put.
C) A covered call.
D) A protective put.