A manager of a $10 million of large-cap equities would like to shift 25% of the position to mid-cap equities. The beta of the large-cap position is 0.8, and the average beta of mid-cap stocks is 1.2. The betas of the corresponding large and mid-cap futures contracts are 0.75 and 1.25 respectively. the large- and mid-cap total futures prices are $9,800 and $240,000, respectively. Determine the appropriate strategy.