A risk manager at a transportation logistics company is evaluating an existing hedge. The hedge is designed to protect the company against changes in the price of jet fuel by using heating oil futures, and the manager is checking if the hedge employs the optimal number of contracts. The manager collects the following information about the relevant current prices and those prevailing when the hedge was established:

Item	Value
Amount of jet fuel to be hedged	1,500,000 gallons
Price of jet fuel when hedge was established	USD 1.25 per gallon
Amount underlying each heating oil future	42,000 gallons
Price of heating oil futures when hedge was established	USD 1.30 per gallon
Correlation between the price of jet fuel and price of heating oil futures contract	0.85
Standard deviation of daily returns of price of jet fuel	0.03
Standard deviation of the change in the price of jet fuel over the life of the hedge	0.03
Standard deviation of daily returns of price of heating oil futures	0.04
Standard deviation of the change in the price of heating oil futures over the life of the hedge	0.04
Current price of jet fuel	USD 1.00
Current price of heating oil futures	USD 1.15

The manager notes that an optimal hedge was initially established and now wants to apply a tailing-the-hedge adjustment. After the adjustment is made, what is the correct hedge position for the company to have in place that now reflects both the current price of jet fuel and heating oil futures?