Infinity Capital, a hedge fund, holds $61 million of Apple stock. A fund manager believes that Apple's stock price is going to fall over the coming month, with an alpha of -1.5%.\ \ The futures contract multiplier is 200, and the S&P 500 index value is 2,100. The risk-free rate is 2.2%.\ \ The output of the regression of monthly returns on Apple stock against the S&P 500 index is presented in the table.\ \ Alpha Beta R-square Standard deviation of residuals\ 0.03 0.5 0.75 0.09\ Attempt 1/20 for 10 pts.\ Part 1\ If the hedge fund manager wants to hedge market exposure over the next month, how many futures contracts should she trade (enter a positive number to buy and a negative number to sell the specified number of contracts)?\ \ 0+ decimals