Given the Following Definitions

Given the following definitions:
D_rsa = duration of cash assets
D_f = the duration of deliverable securities involved in the hypothetical
futures contract from the delivery date
N_f = the number of futures contracts
FP = the futures price
V_rsa = the market value of the assets
-The correct formula for the duration of a portfolio containing both spot market assets and futures contracts is:

A) D_rsa - (D_fN_fFP/V_rsa)
B) V_rsa - (D_fN_fFP/D_rsa)
C) D_rsa + (D_fN_fFP/V_rsa)
D) V_rsa + (D_fN_fFP/D_rsa)