The four-year Eurodollar futures quote is 97.00. The volatility of the
　　short-term interest rate (LIBOR) is 1.0%, expressed with continuous
　　compounding. What is the equivalent forward rate, adjusted for
　　convexity, given in ACT/360 day count with continuous compounding
　　(i.e., the Eurodollar futures contract gives LIBOR in quarterly
　　compounding ACT/360, so convert to continuous but a day count
　　conversion is not needed)?
　　A. 2.90%
　　B. 2.95%
　　C. 2.99%
　　D. 3.00%
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