Question: - How many contracts do you need to buy or sell to hedge a $50m portfolio with a Beta of 1.1 using S&P 500 index

- How many contracts do you need to buy or sell to hedge a $50m portfolio with a Beta of 1.1 using S\&P 500 index future priced at 353 with the index at 350 ? What is the expected outcome if the index rises by 2.5% ? Why is there a difference in two positions? - Assume that the futures contract multiplier is $250

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