explain how  the idea of the replicating portfolio applies to this situtation
1 value=s-xe-rT
2 value= C-P
s is stock price at time 0
x is the delivery price of the forward contract
r is risk free rat
C is  price at time 0 of a euorpean call option over the stock with term T and exercise price X
P is put option


please help me to solve this question, thanks a lot.