Answer: A long put, a long forward contract, and a long risk-free bond.

**Explanation:** Under put-call-forward parity, the payoff of a fiduciary call (a long call option and a long risk-free bond) is equivalent to the payoff of a synthetic protective put. This synthetic protective put is constructed using a long forward contract and a long risk-free bond with a face value equal to the forward price. Therefore, the correct portfolio that replicates the fiduciary call's payoff is a long put, a long forward contract, and a long risk-free bond. - **Option A** is incorrect because a long call and a short risk-free bond do not replicate the fiduciary call's payoff. - **Option C** is incorrect because a short call, a long forward contract, and a long risk-free bond do not align with the synthetic protective put strategy.

Author: LeetQuiz Editorial Team