A company plans to borrow $3.0 million for three months starting in one year. The Eurodollar futures contract that matures in one year has a quoted price of 98.00 and the company wants to (net) effectively lock-in this 2.0% LIBOR interest rate. At the end of one year, LIBOR increases to 3.0%. The company’s borrowing (at the higher 3.0% LIBOR) will increase but will be hedged by the gain on the Eurodollar futures contract. What is the futures trade and what is the gain on the futures contract only?
选项：

A:Long one contract for a gain of $2,500.
B:Long three contracts for a gain of $7,500.
C:Short one contract for a gain of $2,500.
D:Short three contracts for a gain of $7,500.