Assume that your company expects to receive a GBP 2,000,000 payment one year from now. The one-year actual forward rate of the USD/GBP is F1USD/GBP = 1.42 and the synthetic one-year forward is FY1USD/GBP = 1.46. Which of the following statements is correct? S1: You can hedge this natural short position in GBP by entering a one-year long forward GBP contract. S2: You should hedge your exposure to the GBP with a money market hedge instead of an actual one-year short forward GBP contract

A. Both statements are correct

B. S2 is correct but S1 is false

C. Both statements are false

D. S1 is correct and S2 is false