请问A选项是不是自己的说法有问题？

问题如下：

A bond portfolio manager wants to reduce the duration from 5.5 to 4.5 by interest rate swap, she would enter into a:

选项：

A.

receiver swap involving paying fixed-rate payments and receiving floating-rate payments.

B.

receiver swap involving paying floating-rate payments and receiving fixed-rate payments.

C.

payer swap involving paying fixed-rate payments and receiving floating-rate payments.

解释：

C is correct.

考点：interest rate swap

解析：

投资者希望降低组合的duration，因此应该进入一个duration为负的interest rate swap。

因为固定端的duration大于浮动端的duration，所以付固定、收浮动的duration为负，即应该进入payer swap.