# of contracts to buy or sell

in question 26 of page 155 (volume 4), can you tell me why CFAI used the duration of the benchmark of 5.6 instead of the duration of the liability to calculate the # of contracts to buy or sell? I wouldve thought to use the liability duration because that would be the target duration we would want to match it to.

because question says so …

  1. Based on the data Ferragamo collected on the bund and Exhibit 1, Choo can adjust the EPF portfolio duration to match the benchmark duration by selling: