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The multiplier for a futures contract on a certain stock market index is $250. The maturty of the contract is one year, the current level of the index is 1,000, and the risk-free interest rate 0.2% per month. The dividend yield on the index is 0.4% per month Suppose that after one month the stock Index is at 1,022 2. Find the cash flow from the mark-to-market proceeds on the contract. Assume that the party condition aways holds exactly (Do not found intermediate calculations. Round your answer to 2 decimal places) Cash flow $ b. Find the holding period return if the initial margin on the contract is $15,000. (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Holding period return