Your portfolio consists of 1,000 zero coupon 5-year to maturity bonds and 20 private loans. Each private loan is currently valued at $10,000, has duration of 12 and convexity of 125. You want to hedge this portfolio using a portfolio of corporate loans and 10- year zero-coupon bonds. Each corporate loan is currently valued at $50,000, has duration of 3.5, and convexity of 17. All bonds have $100 face value. The term structure of forward rates is flat and the constant forward rate y = 3%. Use 1-factor model with factor equal to the forward rates. How many of these corporate loans and bonds you need to buy/sell? Do NOT round your answer to an integer value.