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Suppose a company is paying a borrowing rate tied to the T-bond yield. It wants to hedge against its borrowing rate increase in the future

Suppose a company is paying a borrowing rate tied to the T-bond yield. It wants to hedge against its borrowing rate increase in the future but it wants to keep its rate, if the rate goes down. Which interest rate derivative should it use?

T-bond futures option
Swaption
Interest rate floor
Eurodollar futures option

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