Suppose you want to hedge a $520 million bond portfolio with a duration of 7.6 years using 10-year Treasury note futures with a duration of 4.6 years, a futures price of 104, and 96 days 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 one) to sell ? Or to buy ?