4. Compare the risks for the net worth (equity) of the following two portfolios: a. Assets: T-bond 500 in 10 year 100 in cash Liabilities: 500 in floating-rate collateralized finance (repo) 100 in Equity b. Assets: 100 in cash Liabilities: 100 in Equity Also, there is the following off-balance sheet item: 10-year swap, receive fixed, pay float on notional principal of 500. Which of the following is correct? a) Portfolio a has higher interest rate risk. b) Portfolio a has higher credit risk. c) Portfolio b has higher interest rate risk. d) Portfolio b has higher overall risk. e) Portfolio a has higher credit risk, but lower interest rate risk