question 2 please both parts if you can

A US importer, IMP, will purchase 500 Italian sports cars on the 15th trading day of FEB, APR, JUL and OCT of 2022. The price is fixed at EUR40,000/car. The current spot exchange rate is S(USD/EUR) =1.10. The current futures exchange rates for delivery on MAR2022, JUN2022, SEP2022 and DEC2022 are: F(USD/EUR) =1.15; F( USD/EUR )=1.20;F( USD/EUR )=1.25; and F (USD/EUR) =1.30, respectively. Use a time table to describe how IMP opens a strip hedge based on hedge ratio, h =1. Use h=VS/VF. One EUR futures is for the delivery of EUR125,000. Price per car is fixed at EUR 40,000. US importer has a fixed rate risk. If EUR appreciates more than USD then the importer has to pay more USD's to counter party. To avoid paying more because of currency fluctuations importer needs to hedge his position Q2. 2.1 In the same table you opened in Q1 show all the steps of the strip hedge as time goes by all the way to OCT 152022 . Given are the spot exchange rates on the 15th trading day of FEB 2022, APR 2022, JUL 2022 and OCT 2022: S( USD/EUR )=1.10;S( USD/EUR )=1.20;S (USD?EUR )=1.28;S( USD/EUR )=1.35, respectively. Also given is that on the spot trading days the respective futures prices for the respective delivery months turn out to be: F (USD/USD) =1.17; F( USD / EUR )=1.19;F( USD /EUR)=1.26 and F( USD /EUR)=1.32. 2.2 Calculate the total USD IMP will pay for the cars without the hedge and with the hedge