PLEASE help with part B!!!

Chapter 17 Assignment i Saved Help Save & Exit Submit Check my work mode : This shows what is correct or incorrect for the work you have completed so far. It does not indicate completion. Return to question 8 The S&P 500 Index is currently at 2,000. You manage a $15 million indexed equity portfolio. The S&P 500 futures contract has a multiplier of $50. 11.11 points a. If you are temporarily bearish on the stock market, how many contracts should you sell to fully eliminate your exposure over the next six months? Answer is complete and correct. Number of contracts 150 b. If T-bills pay 1.8% per six months and the semiannual dividend yield is 1.6%, what is the parity value of the futures price? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is not complete. Parity value