Suppose ABC Investment Banker Lid is quoting swap rates as follows: 750 - 785 annually against the month dollar LIBOR for dollars, and 1100 percent-11.30 percent annually against six-month dollar LIBOR for British pound sterling ABC would enter into a Sie currency swap in which Select one. th which Select one: A. It would pay annual foxed-tate dollar payments of 75 percent in return for receiving annual foced- rate payments at 113 percent, and it will receive annual fixed-rate dollar payments at 785 percent against paying annual fixed-rate payments at 11 Finish percent B. it would receive annual fixed-rate dollar payments of 75 percent in return for paying annual fixed-rate payments at 113 percent, and it will receive annual fixed-rate dollar payments at 785 percent against paying annual fixed-rate & payments at 11 percent. C. it would pay annual fixed-rate dollar payments of 7.5 percent in return for receiving annual fixed- rate payments at 11.3 percent, and it will pay annual fixed-rate dollar payments at 785 percent in return for receiving annual fixed-rate payments at 71 percent. D. it would receive annual fixed-rate dollar payments of 75 percent in return for paying annual fixed-rate payments at 11.3 percent, and it will pay annual fixed-rate dollar payments at 785 percent in return for receiving annual foxed-rate payments at 11 percent