A bank with short-term floating-rate assets (ranging from overnight deposits to 30 day T-Bills) funded by long-term fixed-rate liabilities could hedge this risk by 1. short a 30 day Fed Funds futures contract. II. buy put options on 30 day SOFR. III. buying call options on Eurodollar contracts IV. entering into a swap agreement to pay a variable rate and receive along term fixed rate. III only I, II, and IV only I and II only IV only III and IV only