On June $1$st a portfolio manager has a bond portfolio worth $$15$ million. The duration of the portfolio in August will be $7\mathrm{.}1$ years. The September Treasury bond futures price is currently $101-12$ and the cheapest$-$to$-$deliver bond will have a duration of $8\mathrm{.}4$ years at maturity. How should the portfolio manager hedge the portfolio against changes in interest rates over the next two months?