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　　A fund manager owns a 50 million USD growth portfolio that has a beta of 1.6 relative to the S&P 500. The S&P 500 Index is trading at 1190. Calculate the number of futures contracts the fund manager needs to sell to hedge the portfolio. (The multiplier of the S&P 500 is 250)
　　A. 105
　　B. 168
　　C. 269
　　D. 283
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