You are in risk management at a bank and are trying to hedge the interest rate risk of a $75 billion bond portfolio with a duration of 5. To do so, you would like to purchase 5-year swaps with a swap rate of 4%.

Assume the duration of a five-year bond with a 4% coupon rate and yield is 4.5. Use this fact to compute the dollar duration of a swap with a notional value of $X and solve for the $X that would make the dollar duration of your portfolio combined with the swap equal to 0.