A commodities trader observes that the forward price for commodity X, set for a duration of 6 months, is USD 1,000. In addition, the trader is aware of the availability of a 6-month zero-coupon risk-free bond, which has a face value of USD 1,000, in the secondary fixed-income market. Considering this information, which of the following strategies would enable the trader to establish a synthetic long position in commodity X for the next 6 months?