Question 12 2 pts A portfolio manager holds stock in a company and wishes to change the inherent systematic risk associated with the stock. If BT represents the Target Beta, BS denotes the actual beta of the stock, and Nf is the number of futures contracts that would need to be taken to achieve the aim of the manager; which following condition is correct? o If BT = BS then you need Nf = 1 If BT BS then you need Nf