A trader owns 55,000 units of a particular asset and decides to hedge the value of her position with futures contracts on another related asset. Each futures contract is on 5,000 units of the related asset. The spot price of the asset that is owned is $31 and the standard deviation of the change in this price over the life of the hedge is estimated to be $0.48. The futures price of the related asset is $33 and the standard deviation of the change in this over the life of the hedge is $0.48. The coefficient of correlation between the spot price change and futures price change is 0.72. Including the impact of daily settlement, what is the optimal number of futures contracts to enter (after rounding to the nearest contract)? (Enter positive number for long contracts and negative number for short contracts)