Put Call Forward Parity

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saurabhm

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In Example 10 of Reading 49 reagarding put call Forward Parity, the synthetic put is 4.88 and actual put is 3. So I understand completely that we buy the put and sell the synthetic put.
The synthetic put is given by p = c + (X-F(0,T))/(1+r)^T
Synthetic put could be read as buying call option, buying the bond and selling the forward?
Here we are selling the synthetic put, in that case it should be equivalent ( based on right hand side of teh equation) to selling the call ( which am fine) but I cannot understand why we should buy the bond, we should short bond, no?
Please let me know
Thanks!
 
A long put is equivalent to a long call plus a long bond plus a short forward.
A short put is equivalent to a short call plus a short bond plus a long forward.
 
Thanks S2000, exactly my point but in the solution
it says the following:
Buy put : -3
Sell synthetic put:
Sell Call : +15.25
Buy bond : -10.37 ? This is what am not able to understand. We should short the bond too, correct?
 
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