Suppose you want to hedge a $310 million bond portfolio with a duration of 3.5 years using 10-year Treasury note futures with a duration of 5 years, a futures price of 106, and 6 months to expiration. The multiplier on Treasury note futures is $100,000. How many contracts do you buy or sell? (Round your answer to the nearest whole number.) Contracts - (Click to select) to sell to buy Suppose you want to hedge a $310 million bond portfolio with a duration of 3.5 years using 10-year Treasury note futures with a duration of 5 years, a futures price of 106, and 6 months to expiration. The multiplier on Treasury note futures is $100,000. How many contracts do you buy or sell? (Round your answer to the nearest whole number.) Contracts - (Click to select) to sell to buy