An Fl has just made a $1 million of 5-year maturity float rate loan. The loan is repriced every three months at the 91-day Treasury bill rate plus 2 percent. What is the Fl's interest rate risk exposure and how can it use financial futures to hedge that risk exposure? A) The Fl can hedge its exposure to interest rate decreases by selling future contracts B The Fl can hedge its exposure to interest rate decreases by buying future contracts C) The Fl can hedge its exposure to interest rate increases by buying future contracts The Fl can hedge its exposure to interest rate increases by selling future contracts