Consider an investor based in the DC that invests in the FC$.$ To hedge the FX risk the DC investor could $($select all that are true$)$:

A$.$ Exercise a futures contract DC to FC at the date of the investment return trip

B$.$ Engage in a swap for FC at the investment's open date to DC at the investment's close date $(4)$

C$.$ Write a call option FC to DC at today's spot FX rate

D$.$ Engage in a forward DC to FC$,$ if counter$-$party risk is negligible

E$.$ Purchase a put option DC to FC at today's spot FX

F$.$ Purchase a futures contract FC to DC for the return trip