Suppose you hold short positions in both a Eurodollar futures contract that matures in 6 months from now and a 6x9 Forward Rate Agreement. The purchasing price of the Eurodollar futures contract is 98 for a LIBOR rate=2% and the forward rate (3-month LIBOR) agreed upon in the FRA is also 2%. Suppose in 6 months, the LIBOR rate turns out to be 3%. You will ____ money in your Eurodollar futures position and ____ money in your FRA position.

	A.	lose, lose
	B.	lose, make
	C.	make, make
	D.	make, lose