Can you please help by filling in the blanks. (j-r)

Suppose the current spot price is $3. With 50 percent of the probability, the spot price will increase or decrease by 1 dollar for first year and then remain the same as shown in the graph below. Assume hedger takes hedge ratio as h, i.e, if the risk exposure is a long position of 100 units of spot commodity, to hedge the risk, hedger will short 100h futures underlying on that commodity. Please answer the questions in the right panel in analogy to the left panel, by filling the blanks. If the stock price falls from 3 to 2, then if the stock price rises from 3 to 4, then a) the future price falls from 3 to 2: D the future price _from the b) hedger makes profit (3-2)x 100h-100h from the future, at t=1; k) hedger makes future, at t-1: c) by investing the profit from t=1 tillt=2, 100h dollars | 0 profit becomes (1+0.1)x100h-110 h; from t=1 tillt=2 becomes d) meanwhile, hedger makes a loss of 100x(2-3) -100 from the stock at t=1; m) meanwhile, hedger makes a profit ...from the stock at t=1; e) hedger doesn't make further loss on stock from t=1 tot-2: n) hedger doesn't make further an stock from t-1 to t-2: f) net profit/loss is [110h-100) dollars; o) net profit/loss is g) stock price is 2 at t=2, hence the value of stock at t=2 is 2x100-200: p) stock price is att-2, hence the value of stock at t-2is_ h) the value of futures is its gain and loss, hence, at t-2, its value is 110h; q) the value of futures is its gain and loss, hence, at t=2, its value is i) the value of the portfolio is the sum of the value of stock and the value of futures, which is [200+110h"). In the value of the portfolio is the sum of the value of stock and the value of futures, which