Synthetic Call Option on Future

CFA Level II Derivatives
#1

In Kaplan Practice Exam Book 2, Exam 1 (AM)

Question 53,

“The value of a call option on futures is equal to the value of a portfolio with a long bond position and a short futures position.”

The answer said the above statement is correct. Why?

#2

bump

#3

It sounds wrong.

Possibly because it is.

For a correct statement, see forward put-call parity.