What Kind of Interest Rate Swap (Of Liabilities)would an FI

Multiple Choice

What kind of interest rate swap (of liabilities) would an FI with a positive funding gap utilize to hedge interest rate risk exposure?

A) Swap floating-rate payments for fixed-rate payments.
B) Swap floating-rate receipts for fixed-rate payments.
C) Swap fixed-rate receipts for floating-rate receipts.
D) Swap floating-rate receipts for fixed-rate receipts.