On July $1,$ an investor holds $50,000$ shares of a certain stock. The market price is $$30$ per share. The investor is interested in hedging against movements in the market over the next month and decides to use the September Mini S&P $500$ futures contract. The index is currently $1,500$ and one contract is for delivery of $$50$ times the index. The beta of the stock is $1\mathrm{.}3.$ What strategy should the investor follow? $q,$ a$.$ Buy $10$ contract

b$.$ Sell $10$ contract

c$.$ Buy $26$ contracts

d$.$ Sell $26$ contracts.