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