You manage a stock portfolio worth $238 million with a beta of 1.7. You want to hedge the risk of a stock market downturn by using S\&P 500 index futures contracts with a contract multiplier of 250 . The current level of the S\&P 500 index is 2,857. Part 1 Attempt 2/5 for 10 pts. How many S\&P 500 index futures contracts do you need to minimize the risk (rounded to the nearest integer)? Enter a positive number for buying and a negative number for selling the contracts