You want to protect the value of a $50 Million bond portfolio over the near term (so, you will "short-hedge"). Given the following:

The duration of this bond portfolio is 5 years

The duration of the underlying T-note is 4.5.

The T-note futures price is 102 (which is 102% of the $100,000 par value.)

Please calculate the contracts (do you need to sell) to fully hedge this long bond portfolio.