-14 1 Suppose you want to hedge a $530 million bond portfolio with a duration of 9.4 years using 10-year Treasury note futures with a duration of 6.4 years, a futures price of 108, and 100 days to expiration. The multiplier on Treasury note futures is $100,000. How many contracts do you buy or sell? (Round your answer to the nearest whole number.) Contracts Click to select) to sell to buy