An FI has $526 million of assets with a duration of 6.7 years and $369 million of liabilities with a duration of 3.1 years. The FI wants to hedge its duration gap with a swap that has fixed-rate payments with a duration of 4.2 years and floating-rate payments with a duration of 2.6 years. The notional value of contracts is $1 million. 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?

a.$1636 million

b.$1488 million

c.$1339 million

d.$1184 million

e.$1898 million