You are managing a pension fund with a value of $$570$ million and a beta of $1\mathrm{.}30.$ You are concerned about a market decline and wish to hedge the portfolio. You have decided to use SPX calls. How many contracts do you need if the delta of the call option is $0\mathrm{.}65$ and the S&P Index is currently at $1250?($Do not round intermediate calculations. A negative value should be indicated by a minus sign. Round your answer to the nearest whole number.$)$