It is early March and your company is planning on issuing $$12$ million in $180$ day

commercial paper on May $15$th $($i$.$e$.$ the commercial paper is a zero rate instrument that matures in $180$ days$).$ If you could issue the paper today, the company would realize $$11,800,000.$ The September Eurodollar futures$$ cash price is currently $98\mathrm{.}25.$ How should you hedge your exposure?