You Anticipate a Three-Month Borrowing in 6 Months' Time $6 \times 9$

You anticipate a three-month borrowing in 6 months' time.To hedge the interest-rate exposure you can go either

A) Long a $6 \times 9$
FRA or long a eurodollar futures contract maturing in 6 months.
B) Short a $6 \times 9$
FRA or long a eurodollar futures contract maturing in 6 months.
C) Long a $6 \times 9$
FRA or short a eurodollar futures contract maturing in 6 months.
D) Short a $6 \times 9$
FRA or short a eurodollar futures contract maturing in 6 months.