A small investment company is managing portfolio worth RM70 million and expects the BMSB to fall further between March and June . Currently , cash index trades at 1100 while June futures at 1200. Both prices have fallen to 1005 and 1060 in early June at the BMSB and BMDB , respectively , as expected . Establish your hedging strategy by showing the financial implications if your company decides to :
i . Sell physical shares fully in June
ii . Hold the portfolio's fully
please answer with details