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an investor buys 25 contracts of S&P 500 futures.Each for the delivery of 250 units. The spot price of the index is 1900. The future
an investor buys 25 contracts of S&P 500 futures.Each for the delivery of 250 units. The spot price of the index is 1900. The future price iof the index is the forward price. The continuously compunded risk free rate is .04, index pays no dividends. After one day the spot price remains at 1900. Calculate the market to market of that day.
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