An airline needs to purchase 5 million of jet fuel in one month and hedges using heating oil futures. One heating oil futures contract is for 42,000 gallons. The following historical data is available: The standard deviation of the spot price of jet fuel for the hedging period is 0.0365 The standard deviation of the futures price during the hedging period is 0.0399 The correlation coefficient between the spot price and futures price during the hedging period is 0.823 What is the optimal number of contracts to short for the airline to hedge their position? Round to the closest contract amount and 0 decimal places