Since this is a comprehensive report to management it should be summarized with an executive summary contain details on each scenario analysis with supporting calculations. Expectations would be 10-12 pages including cover page executive summary and references. You should also include an Excel sheet or workbook with all detailed calculations with each problem clearly titled and references to any templates or material from other sources.
Who is the audience for my paper?
This is a report which will go to your immediate supervisor and senior management in your organization.