$5.$ Suppose you find that the arbitrage$-$free forward rate is greater than the actual forward rate. Using an actual $6-$month zero$-$coupon bond, an actual $1-$year zero$-$coupon bond, and an actual forward contract, how can you exploit this arbitrage opportunity? $($A$)$ Buy the $6-$month and $1-$year; sell the forward. $($B$)$ Buy the $6-$month and forward; sell the $1-$year. $($C$)$ Buy the $1-$year and forward; sell the $6-$month. $($D$)$ Buy the $1-$year; sell the $6-$month and forward. $($E$)$ Buy the forward; sell the $6-$month and $1-$year.