our stock portfolio has a beta of 1.30 and is currently worth $20m. The S&P/ASX200 index is  currently priced at 3540. The December‐2009 maturity SPI200 futures contract is quoted at  3560. How many SPI200  futures contracts are required to  fully hedge your stock portfolio?  Round your answer to the nearest whole number.  a) 292 contracts  b) 225 contracts  c) 7344 contracts  d) 294 contracts

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