Use the following information about banks' assets and liabilities Which of the following SWAPs will hedge the banks' interest rate and foreign exchange rate risk exposure? US Bank French Bank Assets Assets: Currency: US$s: rate=7% Currency: Esrate: UBOR-1% Liabilities Liabilities Currency: Es; rate: UBORX Currency: US$ rate=6% O ASWAP where the US bank makes U55 payments at LIBOR in exchange for the French bank making payments in Es at 6%. None of the above A SWAP where the US bank makes payments in Es at 6% in exchange for the French bank making US $ payments at LIBOR O ASWAP where the US bank makes USS payments at 6% in exchange for the French bank making payments in Es at LIBOR