With given information Shares Price Expected Return Volatity Beta A 10000 50 8% 20% 65% B 5000 100 18% 40% 115% The correlation between Sa and SB returns is 0.5. The expected return rate of the market is 12%, the market return volatility is 30%, and the risk-free rate is 2%. Returns of all risky assets follow normal distributions. If one wants to make his position market nature (beta = 0). The market index future is traded at 112500 per contract. Assuming the beta of the index future = 1.0, how many contracts should the he long or short