As a liability manager, you manage a portfolio of bonds with maturities between 3 months and 10 years (i.e., you have already issued the bonds). You predict a fall in the long-term interest rates. Which of the following actions is the best for you to exploit based on your prediction?

	A.	Sell 10-year futures contracts or enter a 10-year interest rate swap as the payer.
	B.	Buy 10-year futures or enter a 10-year interest rate swap as the receiver.
	C.	Buy 10-year futures or enter a 10-year interest rate swap as the payer.
	D.	Sell 10-year futures contracts or enter a 10-year interest rate swap as the receiver.