Morning View National Bank reports that its assets have a duration of 7 years, and its liabilities average 1.75 years in duration. To hedge this duration gap, management plans to employ Treasury bond futures, which are currently quoted at 112-170 and have a duration of 10.36 years. Morning View's latest financial report shows total assets of $100 million and liabilities of $88 million. Approximately how many futures contracts will the bank need to cover its overall exposure?

I understand how to calculate the quote in order to get $112,531.25.

I understand the duration gap equation in order to get a duration gap of 5.46.

Please explain how the equation in order to get the answer of 469 futures contracts.