Consider a portfolio of debt (liabilities). Holding all else constant, which one of the following will increase the duration of the portfolio?

	A.	The portfolio manager buys ten year bond futures.
	B.	The portfolio manager issues two year bonds and uses the proceeds to buy back ten year bonds.
	C.	The yield curve falls significantly.
	D.	The portfolio manager negotiates a receive fixed and pay floating swap.
	E.	The coupon on all bonds in the portfolio is increased from 5% to 10%