On August $1$ a portfolio manager has a bond portfolio worth $$10$ million. The duration of the portfolio in October will be $7\mathrm{.}1$ years. The December Treasury bond futures price is currently $91-12$ and the cheapest$-$to$-$deliver bond will have a duration of $8\mathrm{.}8$ years at maturity. How should the portfolio manager immunize the portfolio against changes in interest rates over the next two months?