A fixed income mutual fund has a stated obligation to have an average net duration exposure between 8.5 and 10.0 years. The fund can trade in futures, forwards, and interest rate swaps markets. The current fund weighted average net duration exposure is 11.2 years. What is the best strategy for the fund to get its duration exposure back into its stated target range? A. Long 2-year US Treasury futures contracts B. Enter into a receive foed swap C. Short the "Long bond" (30 year US Treasury) futures contracts D. Write put option contracts on UST Futures