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Business contracts portfolio, dividends

Stock market declines, portfolio return, business contracts,
business law, portfolio, dividends

Please help with the following problems Provide step by
step calculations for each

If the S&P contracts have a multiplier of $500 and your
$20M hedge fund stock portfolio has a beta of 12, then your portfolio
position can be hedged from overall stock market volatility for 3 months by
selling how many S&P futures contracts beginning of the quarter? Assume the S&P index is at 1,200 and for
simplicity, your portfolio pays no dividends

Assume if your portfolio alpha is 4% What would be your
portfolio return if the stock market declines by 10% during the quarter?
Explain your answer


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