A company wishes to hedge a cash position with an interest rate futures contract. To do so effectively, the maturities of the cash and futures instruments should be the same, or O a. the number of futures contracts can be adjusted to equal the dollar price change per basis poin O b. the cash position should be adjusted to match the maturities. Oc. the holder of the cash position will not be able to hedge the cash position. O d. the normal futures position should be reversed: if a buy hedge would have been used, a sell hedge should be used instead, and vice versa