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In a plain vanilla interest rate swap, the “fixed-rate payer”:

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In a plain vanilla interest rate swap, the “fixed-rate payer”:

A.

has established the price sensitivities of a longer-term fixed-rate liability and a floating-rate asset

B.

has established the price sensitivities of a longer-term fixed-rate asset and a floating-rate liability

C.

receives fixed in the swap

D.

pays floating in the swap

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