[单选题]

TDK commercial bank makes an adjustable rate mortgage for a big construction customer. Which of the following would be an appropriate position for the bank to hedge its risk with this loan? TDK should pay:

A.Fixed to an interest rate swap counterparty and receive variable.

B.Variable to a currency swap counterparty and receive fixed.

C.Variable to an interest rate swap counterparty and receive fixed.

参考答案与解析: