anyone know how to do it? thanks

Question 13 (5 points) Which option least describes why a fund manager would prefer to change their a portfolio's beta through the use of futures contracts? Using futures to change a portfolio's beta is allows the manager to retain all other assets previously held in the fund and target a new risk level. Using futures to change a portfolio's beta is a cost effective way to alter risk exposure in the short run. Using futures contracts to change a portfolio's beta is identical to equalizing the cash of the portfolio, except there is no immediate cash outflow