Synthetic Position Q

Domanick, a US investor living in Italy, holds a portfolio with worth Euro 3,750,000. He will be moving back to the US shortly and wish to delta hedge strategy to mitigate translation risk. The current spot rate is $1.258/Euro, and in-the-money euro put options are selling for $0.10 with a delta of -0.82. Each euro put option gives the holder the right to sell Euro 100,000

The number of put option contracts Jackson will need to purchase to conduct a delta hedge is closest to?