A fund manager would like to use an interest rate swap to hedge a bond portfolio. The portfolio has $15,129,379 invested in corporate bonds and $72,170,888 invested in Treasury bonds. The modified duration of the corporate bonds is 14.81 and the modified duration of the Treasury bonds is 3.57. The fixed side of the swap has a modified duration equal to 7.83, while the floating side of the swap has a modified duration equal to 0.25. Suppose the fund manager's target duration is equal to 0.9. 

What is the notional amount of the swap that should be used for hedging?