Q1 (forward rate agreement) Suppose you want to borrow $100,0006 months later for 3 months with an FRA. Instead of using an FRA directly, what positions in zero coupon bonds could you use to lock in a borrowing interest rate? A. Long the 6 months zero coupon bonds and short the 9 months zero coupon bonds B. Short the 6 months zero coupon bonds and long the 9 months zero coupon bonds. C. Short the 6 months zero coupon bonds and long the 3 months zero coupon bonds. D.Long the 6 months zero coupon bonds and short the 3 months zero coupon bonds