An Australian fund manager is expecting a rising stock market over the next 6 months and wants to gain an increased exposure to this trend. Their portfolio, currently valued at $50,000,000 has a beta of 0.8. How many S&P200 futures contracts (with nominal value of F0,T x $25 each where F0,T = 4,000) does the fund have to transact in to increase the beta of the portfolio to 1.4? Should the fund take a long or short position in these contracts? Why would the fund manager fail to get the target beta by simply investing additional money into the S&P200 stocks