An FI has $585 million of assets with a duration of 9 years and $398 million of liabilities with a duration of 2.5 years. The FI wants to hedge its duration gap with a swap that has fixed-rate payments with a duration of 5.1 years and floating-rate payments with a duration of 2.1 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 FIs equity?

a.$1599 million

b.$1566 million

c.$1423 million

d.$1281 million

e.$1268 million