Suppose you own a zero-coupon bond with face value $3 million that matures in one year. The bond is priced off the continuously compounded zero-coupon rate that is currently at r = 7%. Suppose you want to hedge the price of the bond six months from now using the three-month eurodollar futures contract that expires in six-months’ time, assuming that the rate at that time remains unchanged for the shorter maturity. How many contracts will you need to trade to construct this hedge? Can you explain intuitively why this number is in the ballpark expected?