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Which of the following positions replicates a plain vanilla, receive-fixed interest rate swap? A. A short position in a fixed coupon bond and a long

Which of the following positions replicates a plain vanilla, receive-fixed interest rate swap?

A. A short position in a fixed coupon bond and a long position in a floating rate note

B. A short position in a fixed coupon bond coupled with issuing a floating rate note.

C. A long position in a fixed coupon bond coupled with issuing a floating rate note.

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