The figure,, shows yield spreads between U.S. Treasuries and Baa rated corporate bonds at various points since the Great Depression. The yield spread is just the difference in the yield on a Baa rated corporate bond and an equivalent U.S. Treasury bond. Following the financial crisis, the spread peaked in the fall of 2008 at 611 basis points (bps) or 6.11%. If you had anticipated that the spread had peaked, then what positions would you have taken in the two bonds to profit from the decline in the SDread after the fall of 2008? (Select the best choice below.) Long Treasuries, Short Baa Short Treasuries, Long Baa Long Treasuries, Long Baa Short Treasuries, Short Baa