You wish to create a synthetic forward rate agreement in which you would lock in the current forward rate on borrowing a loan between day 180 and day 360. The price of a 180-day zero coupon bond is 0.9875 and the price of 360-day zero coupon bond is 0.9798. What are the transactions used to create this instrument?

	A.	long the 180-day bonds and short (FV) 0.9922 of the 360-day bonds.
	B.	short the 180-day bonds and long in (FV) 0.9922 of the 360-day bonds.
	C.	short the 180-day bonds and long in (FV)1.0079 of the 360-day bonds.
	D.	long the 180-day bonds and short (FV) 1.0079 of the 360-day bonds.