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The multiplier for a futures contract on the stock market index is $250. The maturity of the contract is one year, the current level of the index is 100, and the risk-free interest rate is 08% per month. The dividend yield on the index 0.3% per month. Suppose that after one month, the stock Index at 815 a. Find the cash flow from the mark to market proceeds on the contract. Assume that the party condition always holds exacty. (Do not round intermediate calculations. Round your answer to 2 decimal places) Cath now $ b. Find the one month holding period return it the initial margin on the contract is $20,000. (Do not found intermediate calculations. Round your answer to 2 decimal places) Holding period return