An FI has $500 million of assets with a duration of nine years and $450 million of liabilities with a duration of three years. The FI wants to hedge its duration gap with a swap that has fixed-rate payments with a duration of six years and floating-rate payments with a duration of two years. What is the optimal amount of the swap to effectively macrohedge against the adverse effect of a change in interest rates on the value of the FI’s equity?