The S&P $500$ Index is currently at $2,000.$ You manage a $$10$ million indexed equity portfolio. The S&P $500$ futures contract has a multiplier of $$50.$

a$.$ If you are temporarily bearish on the stock market, how many contracts should you sell to fully eliminate your exposure over the next six months?

b$.$ If T$-$bills pay $2\%$ per six months and the semiannual dividend yield is $1\%,$ what is the parity value of the futures price? $($Do not round intermediate calculations. Round your answer to $2$ decimal places.$)$