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A hedge fund portfolio manager, who handles investments sensitive to interest rate fluctuations, has received an economist’s report forecasting a significant shift in interest rates. To mitigate the portfolio's exposure to these anticipated changes, the manager seeks to adjust the fund's strategy by acquiring fixed-income securities that possess a negative duration. Which of the following positions should the fund manager consider?
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