Suppose a portfolio manager is long a 100 million dollar portfolio. The manager believes the market will decline in the next several weeks, but still wants to gain if the market rises. What can the manager do?
A. long 50 million dollars worth of futures contracts.
B. short 50 million dollars worth of futures contracts.
C. buy 50 million dollars worth of call options.
D. buy 50 million dollars worth of put options.