16) A portfolio has a value of US$50m and a DV01 of US$30,000. A swap with the same underlying interest rate risk with a notional principal US$25m will have a DV01 of US$10,000. The notional principal of this swap that is required to minimise the interest rate risk on the portfolio is: a) US$10m b) US$25m c) US$50m d) US$75m 16) A portfolio has a value of US$50m and a DV01 of US$30,000. A swap with the same underlying interest rate risk with a notional principal US$25m will have a DV01 of US$10,000. The notional principal of this swap that is required to minimise the interest rate risk on the portfolio is: a) US$10m b) US$25m c) US$50m d) US$75m