The Stoxx Europe 600 futures contract is currently at 2000. Assume you manage a 10 million indexed equity portfolio. The Stoxx Europe 600 futures contract has a multipllier 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) Assume for the next six months the risk-free rate is 2% and the dividend yield is 1%. Compute what is the parity value