Answer of 1,212,000 is not correct according to "check my work"

Return to question A manager is holding a $1.2 million stock portfolio with a beta of 1.01. She would like to hedge the risk of the portfolio using the S&P 500 stock Index futures contract. How many dollars' worth of the Index should she sell in the futures market to minimize the volatility of her position? (Enter your answer in dollar not In millions.) points x Answer is not complete. Skipped Dollars worth of index to be sold