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Suppose a dealer is receiving the floating rate and paying the fixed rate in a 2-year commodity swap. The dealer could best hedge this position

Suppose a dealer is receiving the floating rate and paying the fixed rate in a 2-year commodity swap. The dealer could best hedge this position by taking...

	a.	long positions in the 1-year and 2-year forward contracts on this commodity.
	b.	short positions in the 1-year and 2-year forward contracts on this commodity.
	c.	a long position in the 2-year forward contract only.
	d.	a short position in the 1-year forward contract, and a long position in the 2-year forward contract.
	e.	a long position in the 1-year forward contract, and a short position in the 2-year forward contract.

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