You wish to create a synthetic forward rate agreement in which you would lock in a return for a one year investment beginning one year from now. The price of a one year zero coupon bond is $0.90 per dollar of face value and the price of a two year zero coupon bond is $0.80 per dollar of face value. What are the transactions used to create this investment?

(A) Short a one year bond and simultaneously buy 1.125 of the two year bonds

(B) Short a two year bond and simultaneously buy 0.889 of the one year bonds

(C) Short a one year bond and simultaneously buy 0.889 of the two year bonds

(D) Short a two year bond and simultaneously buy 1.125 of the one year bonds

(E) None of the above