As we know

Synthetic protective put = Long risk-free asset (FV=F0(T)) + long forward contract + long put option (1)

Fiduciary call = long risk-free bond (FV=X) + long call option (2)

(1) = (2) <=> Long risk-free asset (FV=F0(T)) + long forward contract + long put option = long risk-free bond (FV=X) + long call option

<=> Long risk free bond = Long risk-free asset (FV=F0(T)) + long forward contract + long put option + short call option

I wonder that the question misses long risk-free asset (FV=F0(T)), doesn’t it?