AA topic test SGGI

Q 1 about bid and ask rates- answer states that-

Given that that the size of the currency hedge is changing from USD 350 million to USD 400 million, Garcia is engaging in a mismatched hedge. Because USD is the base currency in the MXN/USD quote and the net amount of USD is being sold, the bid side of the spot rate is used in determining both the spot and all-in forward legs of the mismatched hedge.

my q is that when rolling over the contract, you have to buy fx to close forward and sell fx to initiate a new contract. Here, it’s combined into one. It should not matter what new is. We should be buying USD 350MM and selling 400MM forward at a ask rate for spot and bid for forward??? What amI missing here?