If the futures prices are generally a bit more sensitive and reflect a 130 basis point increase when the underlying spot experiences a 100 basis point increase, how many contracts do you recommend for hedging Guyton's net worth then?

Guyton's balance sheet is given below (in millions): Assets $200 Liabilities $150 Asset Duration (DA): 7.0 Equity S 50 Liabs Duration (DL): 4.5 Total $200 Total $200