Notional Principle & Modifying Duration

Is the general goal to find a swap with the lowest notional prinicple?

Here’s an example:

Duration target = 3

Current duration = 5

Bond Portfolio = $20M

The following swaps are given:

SWAP A : Maturity: 3 years and Duration:-2.125

SWAP B: Maturity: 4 years and Duration: -2.8175

SWAP C: Maturity: 5 and Duration: -3.625

Question: Based on this data, modifying the duration of the fixed income allocation to its target will require an interest rate swap which has notitional principle closest to:

a) $6,956,000

b) $11,030,000

c) $18,823,000

Using the usual formula [(Dtarget - Do)/Dswap]*portfolio value, a) and c) are plauible answers. My intution was to choose the swap A (notional principle then equals $18.8M) because swap A has a duration closest to the desired change in duration (3-5 = -2) and the swap A has a duration = -2.125.

However, the correct answer is C, a notional principle of $11.0M, which is the result of using SWAP C.

Is the general idea to use a swap that has the lowest notional principle, all else equal?

Thanks

Yes.

That’s certainly CFA Institute’s preferred approach.

Thanks