You are holding call options on a stock. The stock's beta is 0.78 , and you are concerned that the stock market is about to fall. The stock is currently selling for $17 and you hold 1 million options (i.e., you hold 10,000 contracts for 100 shares each). The option delta is 0.82 . How much of the market-index portfolio must you buy or sell to hedge your market exposure? Note: Enter your answer in dollar not in millions