In 60 days, a company treasurer needs to borrow 10 million Euros for six months (180 days). Which of the following positions would best hedge interest rate risk for the company?

A	Go long in a 60-day FRA where the benchmark rate is 180-day LIBOR.

B	Go short in a 60-day FRA where the benchmark rate is 180-day LIBOR.

C	Go long in a 180-day FRA where the benchmark rate is 60-day LIBOR.

D	Go short in a 180-day FRA where the benchmark rate is 60-day LIBOR.