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 utilise to hedge interest rate risk exposure?

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