Suppose that you enter a short position in a 2X6 FRA on June 15. The FRA IS quoted at 4.75%. The two-month, six-month, and eight-month LIBOR rates are 4.35%, 5.45%, and 6.25%, respectively. If there are 61 days until August 15,183 days until December 15, and 244 days until next February 15, calculate your payoffs at the maturity date of the FRA assuming a notional amount of $1,000,000 if the four-month LIBOR rate on August 15 was 5.2% and the six-month LIBOR rate was 6.5% a $2495.16 b.-$1499.18 C. -$3489.74 d. $1499.18 00-$2495.16