You are the financial manager of a food manufacturing firm that uses sunflower oil in its manufacturing process and would like to hedge its April purchase of 724,000 lbs. The current spot price of sunflower oil is 36.78/lb. Since there is no futures market for sunflower oil, you decide to hedge your position with May soybean oil futures because soybean oil prices have a correlation of 0.82 with sunflower oil prices. The May soybean oil futures are currently priced at 31.24/lb., and each soybean oil contract represents 60,000 lbs. The standard deviation of changes in the futures price of soybean oil is 0.55/lb., while the standard deviation of changes to sunflower oil spot prices is 0.73/lb.

What is the optimal number of futures contracts with no tailing of the hedge? (Round answer to zero decimals. Do not round intermediate calculations)