Suppose that Company X knows that in six months it has to sell 20,000 ounces of silver in order to fulfill an order. The company is concerned that the price of silver will drop in six months. Assume that the current market price for silver is $12 per ounce and the price of a six-month futures contract is $13 per ounce. The size of a futures contract is 1,000 ounces. What are some hedge strategies that the company might use in this case? How many futures contracts will be needed to completely hedge quantity risk?