need anser to this question or guide me thanks.

Company ROTTA S.A. has contracted a loan of 1 000 000 EURO. With a Floating Rate Note interest rate equal to the 3-month Euribor + ¾%

The management of ROTTA wants to hedge the risk related to a rise in interest rates, and buys/sells for this reason a “3 against 6 FRA contract”. The counterpart of this transaction is a bank, Martin Transav N.V. This bank agrees to buy/sell the FRA against a guaranteed rate of 9%.
Question A Should ROTTA buy or sell the FRA contract in order to hedge the potential interest rate risk related to this loan?
Scenario I: After three months the Euribor amounts to 8%

Question B In scenario I, how much will the company pay/ receive to/from the bank, expressed in a yearly interest rate percentage?
Question C What are the interest charges of the loan for the three coming months in scenario I, expressed in a yearly interest rate percentage?
Question D What are the charges to be paid by the company for the three coming months (Loan+ FRA position) in scenario I, expressed in an yearly interest rate %?

Scenario II: After three months the Euribor amounts to 10%

Question E In scenario II, how much will the company pay/ receive to/from the bank, expressed in a yearly interest rate percentage?
Question F What are the interest charges of the loan for the three coming months in scenario II, expressed in a yearly interest rate percentage?
Question G What are the charges to be paid by the company for the three coming months (Loan+ FRA position) in scenario II, expressed in an yearly interest rate %?
Question H Give a few other possible strategies ROTTA could choose for. Find out what the financial consequences of these strategies are in case of scenario I or scenario II