Sheila Ibahn, a portfolio manager with TBW Incorporated, believes that they can add relative return to their fixed-income portfolio by taking on additional interest rate risk across the portfolio. She says that they can employ futures contracts to adjust the duration of the portfolio, thus eliminating the need to purchase more bonds. Which of the following best describes TBW's most likely course of action? a) Sell interest rate futures contracts to increase portfolio duration b) Buy interest rate futures contracts to decrease portfolio duration c) Buy interest rate futures contracts to increase portfolio duration