Firm $x$ likes to keep its onshore and offshore feeders $($same strategy for onshore and offshore$)$ allocated exactly the same way. Each month

because client subscriptions and redemptions are not the same for the onshore feeder as they are for the offshore feeder for a given

strategy, the allocations of the two will no longer be the same unless the two feeders exchange interests in the various masters with each

other. In this exchange of interests, neither feeder is allowed to net take dollar value from the other $($i$.$e$.$ the sum of the values in each row

of the "Interest Exchange" table must be $0).$ One feeder may take some interest in one master from the other, but it must give the other

feeder an equal amount of interest in a different master. At the end of the month, Flexible LLC and Flexible SP need to exchange interests

with each other to get their allocations the same. Also, no master can net take dollars from any other master, so any dollar amount taken

from one master by a feeder must be given to the other feeder in the same master. Assume that if these two feeders were combined into

one portfolio, the current allocation of that portfolio would be in line with the target. How should these feeders exchange interests with

each other? Enter your answers in the "Interest Exchange" table. You can show you work in a spreadsheet if desired.