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A Swap Contract that can be constructed to neutralize a payment of SOFRA +30bps if the party Note: SOFRA is a potential replacement for the

A Swap Contract that can be constructed to neutralize a payment of SOFRA +30bps if the party

Note: SOFRA is a potential replacement for the LIBOR rate

A.

Receives SOFRA

B.

Receives the Fixed payment

C.

Pays Libor

D.

Pays SOFRA

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