Compare the risks for the net worth $($equity$)$ of the following two portfolios:a$.$Assets:$1\mathrm{.}4$ ptsTimeAtten$2$ HoLiabilities:$500$ in $10$ year T$-$bond$500$ in collateralized floating$-$rate lending $($reverse repo$)100$ in cash$500$ in floating$-$rate collateralized finance $($repo$)500$ in $9\mathrm{.}75-$year T$-$bond sold short $($collateral for the reverse repo$)100$ in Equityb.Assets:$100$ in cashLiabilities: $100$ in EquityAlso, there is the following off$-$balance sheet item: $10-$year swap, receive fixed, pay float on notional principal of $500.$Which of the following is correct? Portfolios a has more interest rate risk. Portfolio b has almost no interest rate risk due to nearly offsetting positions. Portfolio a has a more credit risk. Portfolio b has more overall risk. Portfolio b has more credit risk, but less interest rate risk.