Could you please answer both please, I'm running out of questions this month

It is March 9, and you have just entered into a short position in a soybean meal futures contract. The contract expires on July 9 and calls for the delivery of 100 tons of soybean meal. Further, because this is a futures position, it requires the posting of a $3,000 initial margin and a $1,500 maintenance margin; for simplicity, however, assume that the account is marked to market on a monthly basis. Assume the following represent the contract delivery prices (in dollars per ton) that prevail on each settlement date: March 9 (initiation) $173 April 9179.75 May 9189.00 June 9182.50 July 9 (delivery) 174.25 Calculate the total return rate on your position on July 9. (Keep 4 decimal places) Question 2 1 pts It is March 9, and you have just entered into a short position in a soybean meal futures contract. The contract expires on July 9 and calls for the delivery of 100 tons of soybean meal. Further, because this is a futures position, it requires the posting of a $3,000 initial margin and a $1,500 maintenance margin; for simplicity, however, assume that the account is marked to market on a monthly basis. Assume the following represent the contract delivery prices (in dollars per ton) that prevail on each settlement date: March 9 (initiation) $173 April 9179.75 May 9189.00 June 9182.50 July 9 (delivery) 174.25 Assuming that the underlying soybean meal investment pays no dividend and requires a storage cost of 1.5 percent (of current value), calculate the cost of carry from March 9 to July 9 . In your calculations, assume that an annual risk-free rate of 8 percent prevails over the entire contract life. (Keep 4 decimal places)