Assume that you have entered into a fixed for floating interest rate swap that starts today and ends in six years, assume that the duration of your position is proportional to the time to maturity, also assume that all changes in the yeild curve are parallel shifts, and the volatility of interest rates is proportional to the square roof of time, when would the maximum potential exposure be reaced?

A In 2 months
B. In 2 years
C, In 6 years
D In 4 year and 5 months,

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