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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

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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 200 tons of soybean meal. Further, because this is a futures position, it requires the posting of a $4,000 initial margin and a $2,000 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: Price March 9 $170.00 (initiation) April 9 177.25 May 9 190.00 June 9 179.75 July 9 (delivery) 172.25 a. Calculate the equity value of your margin account on each settlement date, including any additional equity required to meet a margin call. Fill in the table below. Round your answers to the nearest dollar. If your answer is zero, enter "0". Margin Maintenance March $170.00 $ $ 9 April 9 $177.25 $ $ May 9 $190.00 $ $ June 9 $179.75 $ $ July 9 $172.25 $ Also compute the amount of cash that will be returned to you on July 9, and the gain or loss on your position, expressed as a percentage of your initial margin commitment. Round your answer for the cash returned to the nearest dollar and for the total return to two decimal places. Use a minus sign to enter negative value, if the loss on position is observed. Cash returned: $ Total Return: b. Now suppose that on March 9 you also entered into a long forward contract for the purchase of 200 tons of soybean meal on July 9. Assume further that the July forward and futures contract prices always are identical to one another at any point in time. Calculate the cash amount of your gain or loss if you unwind both positions in their respective markets on May 9 and June 9, taking into account the prevailing settlement conditions in the two markets. Assume that the underlying soybean meal investment pays no dividend and requires a storage cost of 2.5 percent (of current value) and that an annual risk-free rate of 9 percent prevails over the entire contract life. Do not round intermediate calculations. Round your answers to the nearest cent. Enter your answers as positive values. On May 9 the cash amount of -Select- is $ On June 9 the cash amount of -Select- is $ April 9 177.25 May 9 190.00 June 9 179.75 July 9 (delivery) 172.25 a. Calculate the equity value of your margin account on each settlement date, including any additional equity required to meet a margin call. Fill in the table below. Round your answers to the nearest dollar. If your answer is zero, enter "O". Price Margin Maintenance March $170.00 $ $ 9 $ $ $ $ April 9 $177.25 $ May 9 $190.00 $ June 9 $179.75 $ July 9 $172.25 $ $ $ $ Also compute the amount of cash that will be returned to you on July 9, and the gain or loss on your position, expressed as a percentage of your initial margin commitment. Round your answer for the cash returned to the nearest dollar and for the total return to two decimal places. Use a minus sign to enter negative value, if the loss on position is observed. Cash returned: $ Total Return: % b. Now suppose that on March 9 you also entered into a long forward contract for the purchase of 200 tons of soybean meal on July 9. Assume further that the July forward and futures contract prices always are identical to one another at any point in time. Calculate the cash amount of your gain or loss if you unwind both positions in their respective markets on May 9 and June 9, taking into account the prevailing settlement conditions in the two markets. Assume that the underlying soybean meal investment pays no dividend and reguires a storage cost of 2.5 percent of current value) and that an annual risk-free rate of 9 percent prevails over the entire contract life. Do not round intermediate calculations. Round your answers to the nearest cent. Enter your answers as positive values. On May 9 the cash amount of -Select- is $ On June 9 the cash amount of Select- is $ 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 200 tons of soybean meal. Further, because this is a futures position, it requires the posting of a $4,000 initial margin and a $2,000 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: Price March 9 $170.00 (initiation) April 9 177.25 May 9 190.00 June 9 179.75 July 9 (delivery) 172.25 a. Calculate the equity value of your margin account on each settlement date, including any additional equity required to meet a margin call. Fill in the table below. Round your answers to the nearest dollar. If your answer is zero, enter "0". Margin Maintenance March $170.00 $ $ 9 April 9 $177.25 $ $ May 9 $190.00 $ $ June 9 $179.75 $ $ July 9 $172.25 $ Also compute the amount of cash that will be returned to you on July 9, and the gain or loss on your position, expressed as a percentage of your initial margin commitment. Round your answer for the cash returned to the nearest dollar and for the total return to two decimal places. Use a minus sign to enter negative value, if the loss on position is observed. Cash returned: $ Total Return: b. Now suppose that on March 9 you also entered into a long forward contract for the purchase of 200 tons of soybean meal on July 9. Assume further that the July forward and futures contract prices always are identical to one another at any point in time. Calculate the cash amount of your gain or loss if you unwind both positions in their respective markets on May 9 and June 9, taking into account the prevailing settlement conditions in the two markets. Assume that the underlying soybean meal investment pays no dividend and requires a storage cost of 2.5 percent (of current value) and that an annual risk-free rate of 9 percent prevails over the entire contract life. Do not round intermediate calculations. Round your answers to the nearest cent. Enter your answers as positive values. On May 9 the cash amount of -Select- is $ On June 9 the cash amount of -Select- is $ April 9 177.25 May 9 190.00 June 9 179.75 July 9 (delivery) 172.25 a. Calculate the equity value of your margin account on each settlement date, including any additional equity required to meet a margin call. Fill in the table below. Round your answers to the nearest dollar. If your answer is zero, enter "O". Price Margin Maintenance March $170.00 $ $ 9 $ $ $ $ April 9 $177.25 $ May 9 $190.00 $ June 9 $179.75 $ July 9 $172.25 $ $ $ $ Also compute the amount of cash that will be returned to you on July 9, and the gain or loss on your position, expressed as a percentage of your initial margin commitment. Round your answer for the cash returned to the nearest dollar and for the total return to two decimal places. Use a minus sign to enter negative value, if the loss on position is observed. Cash returned: $ Total Return: % b. Now suppose that on March 9 you also entered into a long forward contract for the purchase of 200 tons of soybean meal on July 9. Assume further that the July forward and futures contract prices always are identical to one another at any point in time. Calculate the cash amount of your gain or loss if you unwind both positions in their respective markets on May 9 and June 9, taking into account the prevailing settlement conditions in the two markets. Assume that the underlying soybean meal investment pays no dividend and reguires a storage cost of 2.5 percent of current value) and that an annual risk-free rate of 9 percent prevails over the entire contract life. Do not round intermediate calculations. Round your answers to the nearest cent. Enter your answers as positive values. On May 9 the cash amount of -Select- is $ On June 9 the cash amount of Select- is $

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