Springer Country Bank has assets totaling $180 million with a duration of 5 years, and liabilities totaling $160 million with a duration of 2 years. Bank management expects interest rates to fall from 9% to 8.25% shortly. A T-bond futures contract is available for hedging. Its duration is 6.5 years and is currently priced at How many contracts does Springer need to hedge against the expected rate change? Assume each contract is has a face value of $1,000,000.