Crude oil futures contracts are 1,000 barrels, are quoted in dollars per barrel, and the initial margin is $9,000 per contract. Soybean futures contracts are 5,000 bushels, are quoted in cents per bushel, and have an initial margin of $4,725. E-mini S&P 500 futures contracts are quoted in S&P 500 index value with a $50 multiplier and have an initial margin of $12,650 per contract. Gold futures contracts are 100 ounces and are quoted in dollars per ounce.

(I see that more information was requested, but there isn't anything else provided. The assignment has 8 questions and has the paragraph attached at the top)

2. The spot price for gold is 1,932.60 and the annual risk-free rate is 5.40% and the annual dividend yield on the S\%P 500 is 3.60%. The three-month futures price is 1,953.98, the six-month futures price is 1,980.26, the seven-month futures price is 1,992.81, and the ten-month futures price is 2,013.33. 4 pts a. Which futures price(s), if any, satisfy spot-futures parity? b. Which futures price(s), if any, offer a cash and carry arbitrage profit opportunity? 2. The spot price for gold is 1,932.60 and the annual risk-free rate is 5.40% and the annual dividend yield on the S\%P 500 is 3.60%. The three-month futures price is 1,953.98, the six-month futures price is 1,980.26, the seven-month futures price is 1,992.81, and the ten-month futures price is 2,013.33. 4 pts a. Which futures price(s), if any, satisfy spot-futures parity? b. Which futures price(s), if any, offer a cash and carry arbitrage profit opportunity