An FI is planning to hedge its one-year, 10 million Swiss franc (SF)-denominated loan, as well as interest (with interest rate 8%) against exchange rate risk. The current spot rate is $1.2/SF. The forward exchange rate is expected to be $1.25/SF in one year when the loan matures. A 1-year SF futures contract is currently trading at $1.3/SF. Dollar futures are sold in standardized units of $250,000. How many futures contracts should it buy or sell if a regression of past spot exchange rates on changes in future exchange rates generates an estimated slope of 1.5 (hedge ratio=1.5)?