A risk manager at a fixed-income hedge fund wants to hedge the interest rate risk exposure of a portfolio. The manager has determined that a 1-bp increase in the 2-year spot rate would decrease the value of the portfolio by INR 1,600, however a 1-bp increase in the 5-year spot rate would increase the value of the portfolio by INR 3,450. The manager plans to hedge the portfolio's exposure using the following two bonds whose key rate 01s (KR01s) are shown below:

Bond	2-year KR01 (INR)	5-year KR01 (INR)
A	48	5
B	4	65

Which of the following transactions would most effectively hedge against the portfolio's interest rate risk?