You want to protect a $200,000,000 bond portfolio over the near term because you believe interest rates are going to increase. So you decide to sell interest rate futures contracts. The duration of your portfolio is 7. The duration of the futures contract is 8. The Treasury Note futures price is 102 (which is 102% or 1.02 of par value.) The contract size is $100,000 par value. If you decide to execute a full hedge, how many interest rate futures contracts do you need to sell