A manager is holding a \\( \\$ 1.0 \\) million bond portfolio with a modified duration of eight years. She would like to hedge the risk of the portfolio by short-selling Treasury bonds. The modified duration of T-bonds is 10 years. How many dollars' worth of T-bonds should she sell to minimize the risk of her position? A. \\( \\$ 100,000 \\) of \\( \\mathrm{T} \\) - bonds B. \\( \\$ 800,000 \\) of T-bonds C. \\( \\$ 500,000 \\) of \\( T- \\) bonds D. \\( \\$ 300,000 \\) of T-bonds