Given the following stock portfolio, what is the minimum variance hedge ratio if the price of the relevant futures is $10000 per contract?

Stock	Share price	Number of shares	Stock beta
A	40	1000	0.9
B	50	1200	1.3

Using the information in the above table, if you expect the market to appreciate significantly over the next 3 months and wish to increase your portfolio beta to 1.50. How many futures contracts you need to buy or sell to achieve your goal?