Can anyone advise if the other answers for this problem are correct?

An investment management firm wishes to decrease the beta of one of its portfolios under management from 1.15 to 0.65 for a five-month period. The portfolio has a market value of $200,000,000. The investment firm plans to use a futures contract priced at $102,500 in order to adjust the portfolio beta. The futures contract has a beta of 1.02. A) Calculate the number of futures contracts that should be bought or sold to achieve a decrease in the portfolio beta. The number of the contracts should be a whole number. B) At the end of 5 months, the overall equity market is down by 3.5%. The stock portfolio under management is down by 4.025%. The futures contract is priced at $98,840.75. Calculate the value of the overall position and the effective (realized or ex post) beta of the portfolio. t=5 mo -4.025% t=0 S= $200,000,000 Beta(stock)=11.15 Beta(tgt)=T0.65 Beta(fut)=1.02 f=$102,500 CHG(mkt)=1% $98,840.75 -3.50%