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 Eurodollar futures. The 3-month June Eurodollar futures price is quoted as 96.00. How should you hedge if using the June Eurodollar futures contracts? Long 12 contracts Short 12 contracts Short 58 contracts Short 230 contracts