Use the Zero-Coupon Bond Prices Given in the Following Table

Use the zero-coupon bond prices given in the following table to answer the questions that follow.
-Consider a three-year swap paying floating receiving fixed with principal of $10 million dollars,paying a fixed rate of 2 percent per year paid yearly,and using the one-year floating spot rate paid yearly.How would one synthetically construct the swaps payoff at time 3 using FRAs and zero-coupon bonds? (Hint: use the answer to question 10. )

A) long a $10 million notional FRA maturing at time 3 and long 22,222 zero-coupon bonds maturity at time 3
B) long a $10 million notional FRA maturing at time 3 and long 20,000 zero-coupon bonds maturity at time 3
C) short a $10 million notional FRA maturing at time 3 and short 22,222 zero-coupon bonds maturity at time 3
D) short a $10 million notional FRA maturing at time 3 and short 20,000 zero-coupon bonds maturity at time 3
E) long a $10 million notional FRA maturing at time 3 and short 22,222 zero-coupon bonds maturity at time 3