Put call forward parity problems


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?

S + P = C + PV(X)

S(1+r)^t = F

PV(F) + P = C + PV(X)

PV(X) = PV(F) + P - C
Long forward, long put, short call

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

but we don’t know this.
Synthetic protective put = Long risk-free asset (FV=F0(T)) + long forward contract + long put option (1)