An FI has a $$200$ million asset portfolio that has an average duration of $6\mathrm{.}5$ years. The average duration of its $$160$ million in liabilities is $4\mathrm{.}5$ years. Assets and liabilities are yielding $10$ percent. The FI uses put options on T$-$bonds to hedge against unexpected interest rate increases. The average delta $(\backslash$delta $)$ of the put options has been estimated at $-0\mathrm{.}3$ and the average duration of the T$-$bonds is seven years. The current market value of the T$-$bonds is $$96,000.$

How many put options should the FI puchase to hedge its exposure against rising interest rates?