The Main Difference Between the "Short-Form" and "Forward" Methods of Pricing

The main difference between the "short-form" and "forward" methods of pricing a floating-rate note is:

A) The short-form method is a computational short cut that is correct on average but may yield higher or lower prices than the forward method.
B) The short-form method always works well whereas the forward method works well if interest rates are deterministic but not if they are stochastic.
C) The short-form method requires knowledge of the term-structure of interest rates only out to the next coupon payment whereas the forward method requires knowledge of the entire interest-rate curve out to the maturity of the bond.
D) The short-form method results in too high a price (relative to the forward method) if the term-structure of interest rates is downward sloping, and too low a price if it is downward sloping.