A bronze producer will sell 1,000 mt (metric tons) of bronze in three months at the prevailing market price at that time. The standard deviation of the change in the price of bronze over a 3-month period is 2.6%. The company decided to use 3-month futures on copper to hedge the exposure. The copper futures contract is for 25mt of copper. The standard deviation of the futures price is 3.2%. The correlation between 3-month changes in the futures price and the price of bronze is 0.77. To hedge its price exposure, how many futures contracts should the company buy/sell?