You work for a hedge funds. After conducting some research, you think that Stock A is likely to outperform the aggregate stock market in the next year. You also expect that the overall stock market is going to be volatile next year due to multiple risk factors such as inflation, recession, and political uncertainty. Stock A's market beta is 1.2. The current stock price of the stock is $55 and the current 1-year S\&P index futures price is 4390 . One contract consists of 250 times the index. Suppose you have $1 million to invest. How should you set up your trade based on the information above? Be specific about which security to long and which to short, and how many contracts to use