Which one of the following is an "OIS" Interest Rate Swap?

Group of answer choices

A. An agreement to swap 3% fixed, for the 10-yr US Treasury bill rate as of each swap date, with quarterly swaps for the next 5 years.

B. An agreement to swap 5% fixed, for SOFR as of each swap date, with quarterly swaps for the next 3 years.

C. An agreement to swap 6% fixed, for the daily average 30-yr mortgage rate of new 800 FICO borrowers in California over the past 3 months, with quarterly swaps for the next 5 years.

D. None of the above.