Question 37 1 pts For 37-40: You manage a $15 million hedge fund portfolio with beta = 1.2 and alpha = 2% per year. Assume the risk-free rate is 2% per year and the current value of the S&P 500 Index is 1,500. You want to exploit the positive alpha, but you are afraid that the stock market may fall and you want to hedge your portfolio by selling 3-month S&P 500 future contracts. The S&P contract multiplier is $250. How many S&P 500 contracts do you need to sell to hedge your portfolio? 48 O 60 50 e 25