Question 8 3 pts Provide your answer to the question below as the number of contracts needed. Round to the nearest whole number. Record your answer as positive if the investor should purchase futures contracts and record your answer as negative if the investor should sell futures contracts (for example, an answer of -1 would indicate the investor should sell one contract, an answer of +5 would indicate the investor should purchase five contracts). The current S&P 500 futures contract has a price of 2,451 and a multiplier of 50. An investors wants to speculate on unsystematic risk, and purchases 61,455 of Company DEF. DEF has a current price of $54.55/share and a beta of 1.45. What position should the investor take in the futures market to hedge the systematic risk of purchase of DEF stock