Statement: $$If the bond market is turning, HSU Asset Management would be switching $$20$ million of $7$ year single$-$A nonbank financials bonds callable in two years to $15-$year US Treasury bonds according to DC$,$ CIO of HSU. DC thinks a further downturn in bond market is unlikely. So$,$ in anticipation of this, HSU starts to buy $15-$year US Treasury Bonds and sell single$-$A nonbank financial bonds. This has increased the HSU duration of its $$200$ million fixed income portfolio from $4\mathrm{.}3$ to $7\mathrm{.}5,$ substantially higher than the benchmark duration of $5\mathrm{.}5$ because DC thinks the bond will start to rally. DC said he does not like single$-$A nonbank financials because these bonds are at lower spreads of about $50-100$ basis points below the benchmark yield of US Treasuries.$$ From the description of the above statement, explain the following: $($i$)$What is the purpose of switching from $7-$ year single$-$A nonbank financials bonds to $15-$ year US Treasury Bonds?