A bank has a long position in $$350,000$ face value Treasury Notes that have a duration of $6\mathrm{.}5$ years and are currently quoted at $91$:$01.$ The T$-$Note futures contracts call for the delivery of $$100,000$ face value of Treasury Notes which are priced at $89$:$00$ and have a duration of $7$ years. Calculate the number of futures contracts needed to hedge the interest rate risk of the bank$$s Treasury Note position. Ignore basis risk.

a$.4$

b$.2$

c$.332$

d $\mathrm{.}3$