Consider an investor with a $60 million investment in a bond portfolio with a duration of 6. The portfolio pays a 5% coupon rate and three-year swap contracts are available at a fixed swap rate. Which of the following options would you recommend to the investor?

A) Keep the current bond portfolio
B) Invest in the three-year swap contracts
C) Increase the investment in the bond portfolio
D) Decrease the investment in the bond portfolio