Your company forecasts that 3 months after today you will need to borrow $200 million dollars for 3 - months. You also know a Eurodollar futures contract that expires in 3 months (December) is trading at 96.6. You decide to use this Eurodollar futures contract to hedge your risk. If the actual LIBOR rate on the day when you borrow money, which is also the day that your Eurodollar futures position expires, is 6%. how much is your effective interest rate for the borrowing with your hedging position considered? a. 3.4% b. 5.4% c. 6.4% d. 8%