请帮忙解答一道题目。

You are the manager of Dorfman Investment Fund. On 9 May you receive notice that a segment of the fund must be sold on or about 30 May. This segment comprises a braodly based selection of listed Australian shares and is currently valued at $6165000. The risk is hedged using June SPI 200 futures. On 28 May the shares are sold and the futures contract is reversed. Relevant data is as follows:

9 May 28 May
Portfolio Value $ 6165000 $ 5840000
S&P/ASX 200 3322.6 3168.1
SPI 200 futures 3351 3172

Bearing in mind that on 9 May you do not know the 28 May outcomes, report on how you would have hedged. Include in your report the number of futures contract and whether they were bought or sold.
Assess the effectiveness of the hedge and explain any imperfections experienced.

希望解答能够详细一些，谢谢！
$ 6165000, 3322.6, 3351 是对应 9 May 的
$ 5840000, 3168.1, 3172 是

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