I think this is how you find the hedge? If I am wrong please explain how to find it. thank you.

2. (Ch.5) Basis Risk. A U.S. investor has invested NZD 3M in the New Zealand asset. We assume the value of this asset will always be NZD (New Zealand dollar) 3M, and there are no extra cash flows in the NZD. On September 12, the investor decided to hedge foreign exchange risk using December NZDUSD futures. The market quotes for spot and forward exchange rates on September 12 were: Fsep 12, Dee = 0.69 (NZDUSD). Ssep 12 = 0.70 (NZDUSD). Today, on October 12, the investor wants to examine his position. He observes: Foa 12, Dec = 0.63 (NZDUSD). Sod 12 = 0.66 (NZDUSD). d. What is the USD change in this investor's hedging position using NZDUSD futures from September 12 to October 12? (5 points) 3,000,000*(0.69-0.63)=$180,000 e. What is the USD change in this investor's overall position futures from September 12 to October 12? (5 points)