Adverane Co (march 2018)

Dear sir,
I have some confusion regarding this qn

The answer regarding futures hedging says this

Using spot rate, predicted futures rate = 1·1222 – ([1·1222 – 1·1204] x 4/6) = 1·1210

Expected receipt = $6,450,000/1·1210 = CHF5,753,791
Number of contracts = CHF5,753,791/125,000 = 46·03 contracts, approximately 46 contracts

I divided 6,450,000 by the spot rate of 1·1222 and I get 46 as well.

Isn’t that supposed to be receipt by spot rate by the size of futures contarcts or have i got this wrong?

Thanks