In the context of financial derivatives and trading strategies, consider a scenario where you are looking to create a synthetic long position in commodity X for a period of 6 months. You have the following market conditions: the 6-month forward price of commodity X is USD 1,000 and there exist six-month, risk-free, zero-coupon bonds with a face value of USD 1,000 available in the fixed-income market. Which of the following strategies, when correctly executed, will achieve the desired synthetic long position in commodity X?