A pension fund has a $100 million portfolio with a duration of 5.2. If the portfolio manager decides to hedge this with a 10-year swap, what notional of the swap will she need to do, and should she be receiving fixed on the swap and paying floating, or should she be receiving floating on the swap and paying fixed? Assume that the duration of the fixed side of the swap is 8.3 and that the floating side has 0 duration.