The portfolio manager holds a bond portfolio of RMB 10 million with a corrected duration of 6.8 years, which needs to be hedged for 3 months. The current futures price is 93-02, and the nominal value is ￥100,000. Assuming the duration is 9.2 years, the following calculation is made:

(1) the cash amount of the futures contract;

(2) The number of contracts required to achieve optimal hedging. (3) The number of contracts with a modified duration of 2.