Burton Riviera, FRM does not know the forward price of a commodity and wants to derive it by establishing a synthetic commodity forward price. How would this strategy be implemented?
A) Establish a straddle on the commodity, and simultaneously purchase a short-term Treasury bond.
B) Establish a straddle on the commodity.
C) Combine a long position on the commodity forward, and a long zero-coupon bond
D) Combine a short position on the commodity forward, and a long zero-coupon bond.
