Modern Portfolio Managers (MPM) hold a 8.5 million dollar portfolio of stocks with a beta of 1.25 measured with respect to the S&P 500 index. The current value of a futures contract on the index is 1021. 6. The multiplier on the futures equals $250. If MPM wishes to hedge the systematic risk in its portfolio, how many contracts must it buy or sell? O Buy 41,6 Sell.60096 Sell 41.6 Buy 60096 Sell 33,28