It is November 9th. You are managing a bond portfolio worth $6 million. The duration of the portfolio in 6 months will be 9.5 years . You decide to hedge the exposure of interest rate changes in the next 6 months by using Treasury-bond (T-bond) futures. The June Treasury bond futures price is currently 108-16, and the cheapest-to deliver bond will have a duration of 7.5 years in June. How should you hedge if using the June T-bond futures contracts ?