Company A is the floating-rate payer in an interest rate swap with company B. The value of the swap is now positive for company A. Credit and market risk exposures are as follows: A) A is exposed to credit risk, A to market risk B) B is exposed to credit risk, A to market risk C) A is exposed to credit risk, B to market risk D) B is exposed to credit risk, B to market risk E) Both A and B are exposed to credit and market risk
