'ABC Invest' is an investment company. Professor Kruidbrood is the invited speaker at one of the recent meetings of the company. Says Professor Kruidbrood: 'We know the optimal number of contracts goes up when the CAPM beta of the portfolio goes up. This is particularly beneficial to realize increased profits when we long future contracts and subsequently reverse to short before maturity.Can you explain, in your own words, why (or why not) Professor Kruidbroods statement makes sense?