A company wishes to hedge its fuel cost using futures contracts on heating oil in the next three months. The company will lose $2 million for each 1 cent increase in the per gallon price of the fuel. The correlation between the (spot) fuel price and the heating oil futures price is 0.60, and the fuel price change has a standard deviation that is 50% greater than of the price change in heating oil futures. Each contract for heating oil is for 42,000 gallons. How many heating oil futures contracts should be traded to achieve the full hedge?