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You hold $5{,}000$ shares of an $\$80$ stock with a beta of $1.5$ to the index. You hedge with index futures of multiplier $\$50$ , the index at $4{,}000$ . How many contracts should you sell?

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Running a book: aggregating Greeks and neutralising them

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You hold 5,0005{,}0005,000 shares of an $80\$80$80 stock with a beta of 1.51.51.5 to the index. You hedge with index futures of multiplier $50\$50$50, the index at 4,0004{,}0004,000. How many contracts should you sell?

More the greeks and hedging questions

You hold $5{,}000$ shares of an $\$80$ stock with a beta of $1.5$ to the index. You hedge with index futures of multiplier $\$50$ , the index at $4{,}000$ . How many contracts should you sell?