Question 20 (3 points) Suppose that it is October 30th, and a treasurer realizes that on March 20th next year the company will receive a payment of $5 million from a large overseas client, and the proceeds will be invested in 1-year U.S. Treasury securities. The March Eurodollar futures price is quoted as 99.00. How should the treasurer hedge the company's interest rate risk exposure? Choose the one that is relatively the most correct. Buying 20 March Eurodollar contracts Buying 5 March Eurodollar contracts Shorting 10 March Eurodollar contracts Buying 10 March Eurodollar contracts