Suppose you have a stock market portfollo with a beta of $0\mathrm{.}75$ that is currently wHworth $$754$ million. Y using index options. Describe how you might do so with puts and calls. Suppose you decide to use contracts needed if the call option you pick has a delta of $0\mathrm{.}50,$ and the S&P $500$ index is at $3,270,$ Note: Do not round intermediate calculations. A negative value should be indicated by a minus si nearest whole number.