A bank makes long$-$term fixed$-$rate loans, and funds itself with short$-$term deposits. It can best manage its vulnerability to interest rate changes by

Question $5$ options:

Entering into a basis $($floating$-$floating$)$ swap.

Entering into a pay$-$floating$/$receive$-$fixed interest rate swap

Entering into a pay$-$fixed$/$receive$-$floating interest rate swap.

Entering into a fixed$-$fixed swap where the two legs have different payment frequencies.