3. Now take marking-to-the-market into account when calculating the arbitrage profit of question 2. Assume that the June future contract realizes the following prices (which are constant until the changes). Each point move represents $500. 310 320 330 December 18 January 18 February 18 March 18 April 18 May 18 June 18 330 320 340 360 Assume the marginal cost of funds over the period is: (a) 0% _[b) 1/2%/mo. You may ignore compounding. 3. Now take marking-to-the-market into account when calculating the arbitrage profit of question 2. Assume that the June future contract realizes the following prices (which are constant until the changes). Each point move represents $500. 310 320 330 December 18 January 18 February 18 March 18 April 18 May 18 June 18 330 320 340 360 Assume the marginal cost of funds over the period is: (a) 0% _[b) 1/2%/mo. You may ignore compounding