An importer who uses dollar futures in Turkey for hedging a $ $5000000$ payment on June $15$ decides to use dynamic hedging to prevent a possible imperfect hedge. How many contract he$/$she must buy on April $30$ if the estimated volatility $($standard deviation$)$ of spot dollar is $14\%,$ if the estimated volatility of June dollar futures is $10\%($for the period between April $30$ and June $15)$ and the estimated correlation coefficient between the spot dollar and the June dollar futures is $0\mathrm{.}90($just write the numerical answer$)$