(Difficult) Assume that the yield curve is flat at 6%. All bonds pay semiannually. Bond A has a coupon of 5.5% and a maturity of seven years. Bond B has a coupon of 6.2% and a maturity of five years. We wish to short bond B to offset the risk (duration-based hedging) of a long position in bond A. How many units of bond B do we need to short for every unit of bond A to achieve this?