An investor holds 40,000 shares of a certain stock, at the market price was $28 per share on April 1. The investor purchased 6 futures contract to completely hedge against movements in the market over the next month and decides to use the June Mini S&P 500 futures contract. On April 1, the beta of the stock was 1.2. After a month, the investor wishes to partially unwind their hedge to reach an overall target beta of 1. What strategy should the investor follow to reach their target? They still hold 40,000 shares and the market price is now $27.5 per share. The June Mini S&P Futures index is still at 4,500 and one contract for delivery is still $50 times the index. What will be the residual remaining position in their futures contracts