Question 14 6.25 pts Modern Portfolio Managers (MPM) hold a 2.5 million dollar portfolio of stocks with a beta of.95 measured with respect to the S&P 500 index. The current value of a futures contract on the index is 1109. 3. The multiplier on the futures equals $250. If MPM wishes to increase its systematic risk in its portfolio to 1.75, how many contracts must it buy or sell? Sell 7.2116 O Sell 1.4199 O Buy 7.2116 O Buy 354.98 O Buy 15.776