D Question 1 4 pts We used the equation below to find 'Z', the fixed swap price over term n. The left-hand side of the equation is equivalent to z (C= P(0,t)) = {t=I (F_P(0,t)) O A. the sum of a series of time-matched forward prices OB. the present value of a $Z annuity OC. the present value of a series of time-matched forward prices OD. B and C O E. A, B, and C