You hold a position consisting of a long forward contract to buy an asset at $X on a specified date and a long position in a European p ut option to...

You hold a position consisting of a long forward contract to buy an asset at $X on a specified date and a long position in a European p ut option to sell the same underlying asset for $X on that date. Determine how you could get the same payoff structure from a different position . Identify such a position and show how the two positions give the same payoff.