a portfolio manager desires to generate $10 million 100 days from now from a portfolio that is is quite similar in composition to the S&P 100 index. she requests a quote on a short position in a 100-day forward contract based on the index with a notional amount of $10 million and gets a quote of $25.2. if the index level at the settlement date is $35.7. calculate the amount the manager will pay or receive to settle the contract