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A hedge fund manager managing a portfolio that is highly sensitive to interest rate fluctuations has received an economist's report predicting a substantial shift in interest rates. To mitigate the risk posed by these anticipated changes, the manager aims to adjust the portfolio's exposure to interest rates by incorporating fixed-income securities with a negative duration. Which investment position should the manager take to achieve this adjustment?
A
A long position in a callable corporate bond
B
A long position in a putable corporate bond
C
An interest rate swap paying fixed and receiving LIBOR plus a spread
D
An interest rate swap paying LIBOR plus a spread and receiving fixed