Question 36 4 pts A hedge fund manager is of the opinion that ten-year interest rates are about to decrease. Which of the following strategies are appropriate? Choose two, 2 points each. a) Purchase a ten-year Treasury bond in the cash market, borrowing the funds via a repurchase agreement. b) Selling short a ten-year Treasury bond in the cash market, acquiring the bond to do so via a reverse repurchase agreement. c) Entering into a ten-year interest rate swap contract to pay the fixed interest rate and receive the floating rate. d) Entering into a ten-year interest rate swap contract to pay the floating interest rate and receive the fixed rate