6.4.1 Yield rates (quoted as effective annual) for zero coupon bonds are as follows: 1-year maturity: 10%, 2-year maturity: 8%. You take the following actions: 1. Sell a one-year zero coupon bond with maturity valuc 1000. 2. Invest the proceeds in a two-year zero coupon bond. Which of the following represents your overall net position? (A) One year forward investment for one year at 6% (B) One year forward investment for one year at 12% (C) One year forward loan for one year at 6% (D) One year forward loan for one year at 12% (E) Two-year loan for 9%