Could I get help with C &D on this please...

Not long ago, Vanessa Woods sold her company for several million dollars (after taxes) She fook some of that money and put it into the stock market. Today, Vanessa's portfolio of blue-chip stocks is worth $4.1 million Vanessa wants to keep her portfolio intact, but she's concemed about a developing weakness in the market for blue chips: She decides, therefore, to hedge her position with six-month futures contracts on the E-mini Dow Jones Industrial Average, which are currently trading at 11,687 a. Why would she choose to hedge her portfolio with the DJlA rather than the S\&P 500 ? b. Given that Vanessa wants to cover the full $4.1 million in her portfolio, describe how she would go about setting up this hedge. c. If each contract required a margin deposit of $5,016, how much money would she need to set up this hedge? d. Assume that over the next 6 months stock prices do fall, and the value of Vanessa's portfolio drops to $3.8 million. If E-mini DJIA futures contracts are trading at 10,152, how much will she make (or lose) on the futures hedge? Is it enough to offset the loss in her portfolio? That is, what is her net profit or loss on the hedge? e. Will she now get her margin deposit back, or is that a "sunk cost"-gone forever? portfolio, she would short-sell 36 contracts ($4,100,000/$116,870) B. Vanessa is concemed about a developing weakness in the market for blue chips so she should short-sell DJIA futures contracts. If the value of the portiolio drops, she would offset the loss on the portfolio by a gain on the futures contracts. One DJlA futures contract is worth $11,687 To cover the full $4,100,000 in her portiolio, she would short-sell 360 contracts ($4,100,000/$11,687) C. Vanessa is concerned about a developing weakness in the market for blue chips so she should short-sell DJLA futures contracts. If the value of the portfolio drops, she would offset the loss on the portfolio by a gain on the futures contracts. One DJLA futures contract is worth $116,870. To cover the full $4,100,000 in her portfolio, she would short-sell 36 contracts ($4,100,000/$116,870) c. If each contract required a margin deposit of 5,016 , to set up this hedge she would need $ (Round to the nearest dollar.) Not long ago, Vanessa Woods sold her company for several million dollars (after taxes) She fook some of that money and put it into the stock market. Today, Vanessa's portfolio of blue-chip stocks is worth $4.1 million Vanessa wants to keep her portfolio intact, but she's concemed about a developing weakness in the market for blue chips: She decides, therefore, to hedge her position with six-month futures contracts on the E-mini Dow Jones Industrial Average, which are currently trading at 11,687 a. Why would she choose to hedge her portfolio with the DJlA rather than the S\&P 500 ? b. Given that Vanessa wants to cover the full $4.1 million in her portfolio, describe how she would go about setting up this hedge. c. If each contract required a margin deposit of $5,016, how much money would she need to set up this hedge? d. Assume that over the next 6 months stock prices do fall, and the value of Vanessa's portfolio drops to $3.8 million. If E-mini DJIA futures contracts are trading at 10,152, how much will she make (or lose) on the futures hedge? Is it enough to offset the loss in her portfolio? That is, what is her net profit or loss on the hedge? e. Will she now get her margin deposit back, or is that a "sunk cost"-gone forever? portfolio, she would short-sell 36 contracts ($4,100,000/$116,870) B. Vanessa is concemed about a developing weakness in the market for blue chips so she should short-sell DJIA futures contracts. If the value of the portiolio drops, she would offset the loss on the portfolio by a gain on the futures contracts. One DJlA futures contract is worth $11,687 To cover the full $4,100,000 in her portiolio, she would short-sell 360 contracts ($4,100,000/$11,687) C. Vanessa is concerned about a developing weakness in the market for blue chips so she should short-sell DJLA futures contracts. If the value of the portfolio drops, she would offset the loss on the portfolio by a gain on the futures contracts. One DJLA futures contract is worth $116,870. To cover the full $4,100,000 in her portfolio, she would short-sell 36 contracts ($4,100,000/$116,870) c. If each contract required a margin deposit of 5,016 , to set up this hedge she would need $ (Round to the nearest dollar.)