You have 10 million invested in Treasury bonds with a modified duration of 3.8 years. Because of the possible aftermath of the upcoming elections, you are concerned that interest rates may rise further. In BIST, there are Treasury bond futures contracts with a 1-year price of 75.15 per 100 of face value, and one contract is for 100,000 face value. The modified duration of the bond underlying the contract is 3.64 years. The current short rate is 16%. How can you use these contracts to hedge against the interest rate risk of your portfolio