Assume that you manage a bond portfolio. The Dollar duration of the portfolio is $-9,723,000.$ An instrument is traded with dollar duration equal to $-1,745.$ To make the portfolio duration neutral you need to trade this many units of the hedging instrument. Answer approximate to the closest integer. Use the negative sign for short sell $($example: $-2550)$ and just the integer for buy $($example: $2550).$

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