question 6 both parts please

Q6. On July 16, 2021 a stock portfolio market value is $75,000,000. The portfolio's manager (PM) expected that the market was on its way down in the next 5 months and used the MAR 2022 E-mini SRP500 index futures to hedge the portfolio value. On July 16, 2021 the portfolio's beta with the E-minim S\&P500 index was beta = 1.25; the index futures value for MAR 2022 delivery was 1,250; and the index dollar multiplier was $m=$50. 6.1 Use a time table to exhibit the hedge PM opened on July 16, 2021. Date Cash Market Futures Market 6.2 5 months later, on DEC 14, 2016 the E-mini S\&P500 index was at 1,000. The portfolio lost value by: the exact same proportion as the E-mini S\&P500 index multiplied by it's beta. Use the same table you opened in 6.1 to show the result of the hedge and calculate it's effect on the portfolio's value