Consider again the Contra Max Investment Fund discussed in the problem above. Suppose that a slight slowing of the economy has caused the Federal Reserve to become less hawkish. The managers of the fund reevaluate the situation and conclude that the stock market will advance steadily over the next three months. They reverse course and decide to increase the sensitivity of the portfolio to better capture the expected market uptrend.

At the time the change in strategy is made, the portfolio's beta is $1\mathrm{.}30,$ the portfolio's value is $163641937,$ the index is at $2792.$ The managers of the fund now desire to move the portfolios beta to $1\mathrm{.}5.$

Calculate the necessary position in the index futures contract which is necessary to implement this strategy.

Round your answer to the nearest full contract. If a short position is needed, enter the number of contracts as a negative number. If a long position is needed, enter the number of contracts as a positive number.

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