Out of the options below, what is the one that hedges the best for rotations shifts of the term structure of interest rates? Select one: a. By making the partial durations of the very short-term maturities and the partial durations of the very long-term maturities as small as possible. b. By making the partial durations of the long-term maturities as small as possible. c. By making total duration as small as possible. d. By making the intermediate durations as small as possible.