6. A manager has a $100 million portfolio that consists of 70% stock and 30% bonds. The manager wishes to achieve an effective mix of 50% stock and SOS bonds. The beta of the stock position is 1.2. The modified duration of the bond position is 4.0 The price and beta of the stock index futures contracts are $225,000 and 1.0. respectively. The price, modified duration, and yield beta of the futures contracts are $100,500; 5; and 1, respectively. Determine the appropriate strategy