According to the put-call parity, a long position in a put option can be replicated by going long a call option, short the underlying, and long a risk-free bond. This is derived from the put-call parity equation: $S_0 + p_0 = c_0 + X/(1+r)^T$. Rearranging the equation to solve for $p_0$ (the price of the put option), we get: $p_0 = c_0 + X/(1+r)^T - S_0$. This implies that the price of a put option is equal to the price of a call option plus the present value of the strike price minus the price of the underlying. Therefore, an investor can replicate a long put option position by going long a call option (buying a call option), short the underlying (selling the underlying), and long a risk-free bond (buying a risk-free bond).

Choice A is incorrect. Shorting a call option and the underlying while going long on a risk-free bond does not create a synthetic long position in a put option according to the put-call parity. This combination would rather create a synthetic short position in a put option.

Choice B is incorrect. Shorting a call option, going long on the underlying, and shorting a risk-free bond also does not align with the put-call parity for creating a synthetic long position in a put option. This combination would result in an undefined or non-standard options strategy.

Choice C is incorrect. Going long on both, the call option and shorting the underlying while also shorting on risk-free bond does not satisfy the equation of put-call parity for creating synthetic long position in put-option. This combination would lead to an undefined or non-standard options strategy.