The standard deviation of monthly changes in the spot price of corn is 3 cents per bushel. The standard deviation of monthly changes in the futures price of corn for the closest contract is 6 cents. The correlation between the futures price changes and the spot price changes is 0.8. It is now October 15. A corn producer is committed to purchasing 97,329 bushels of corn on November 15. The producer wants to use the December corn futures contracts to hedge its risk. Each contract is for the delivery of 5,000 bushels of corn. How many contracts should the corn producer take a long position in (round your answer to the nearest whole number)?