Interest Rate Swaps

Can anyone help to explain the below answer? I was certain A) was correct; but this is wrong and their explanation does not really work for me.

The questions was:

Which of the following statements regarding a firm that currently has fixed-rate, noncallable domestic debt outstanding is least accurate? The firm:

A) Can turn debt into floating rate by entering a recieve fixed swap position

B) can turn the debt into callable debt by entering into a receiver’s swaption position

c) is exposed to an increase in interest rates.

I chose A, but this was incorrect.

The correct answer was C)

The explanation given was:

The firm isn’t concerned with rising rates. If rates fall, however, they face an increase in the value of their liabilities or market value risk (which is a type of interest rate risk).

The questions says “least accurate” in that case answer is C as it is paying fixed so it isnt concerned with rsing rates, 1st 2 options are correct

Thanks, a perfect example of not reading the question closely enough and missing easy points. Lesson learnt!