Consider the following three hedge funds. Fund A Assets: 500 in 10 year T-bond 100 in cash Liabilities 500 in floating-rate collateralized finance (repo) 100 in Equity Fund B Assets: 500 in 10 year T-bond 500 in collateralized floating-rate lending (reverse repo) 100 in cash Liabilities 500 in floating-rate collateralized finance (repo) 500 in 9.75-year T-bond sold short (collateral for the reverse repo) 100 in Equity Fund C Assets: 100 in cash Liabilities 100 in Equity + Off-balance 10-year swap, receive fixed, pay float on notional principal of 500. Which fund has the highest amount of leverage? Which fund (or funds) has the most market risk? Which fund has the most counterparty risk? Which fund has the most total risk