D Question 6 3 pts It is September 15. A company has a portfolio of stocks worth $25 million. The beta of the portfolio is 1.36 (computed against the Nasdaq 100 index). The company would like to use the CME December futures contract on the Nasdaq 100 to change the beta of the portfolio during the period September 15 to November 15. The contract's December futures price is 2525 and the dollar multiple of the Nasdaq 100 contract is 100. The company wants to reduce the beta of the portfolio to -0.5, i.e., what position (long or short). a) Should the company long or short the futures contract? Please input long or short in lower case. Your answer: b) How many futures contracts should the company trade? Please input only the number of contracts to trade; round the number to the nearest whole number. Your