Modern Portfolio Managers $($MPM$)$ hold a $19$ million dollar portfolio of stocks with a beta of $1\mathrm{.}25$ measured with respect to the S&P $500$ index. The current value of the index is $955$ and the current value of a futures contract on the index is $1018\mathrm{.}0.$ The multiplier on the futures equals $$250.$ If MPM wishes to hedge the systematic risk in its portfolio, how many contracts must it buy or sell?