Suppose that it is February 20 and a treasurer realizes that on July 17 the company will have to issue $$\$ 5$$ million of commercial paper with a maturity of 180 days. If the paper were issued today, the company would realize $$\$ 4,820,000$$. (In other words, the company would receive $$\$ 4,820,000$$ for its paper and have to redeem it at $$\$ 5,000,000$$ in 180 days' time.) The September Eurodollar futures price is quoted as 92.00 . How should the treasurer hedge the company's exposure?