need help we this just the last 3 Q

On the morning of Monday, August 21, you purchased one futures contract for 100,000Canadian dollars at a rate of 0.7 USD/CAD. You deposited 7000 USD into your marginaccount, and your broker requires 5000 USD as the maintenance margin. The subsequentsettlement prices are shown in the table below. What are the daily cash flows frommarking to market? What are the daily cash balances in your margin account (after themargin call and new deposits)? When do you receive a margin call and how much doyou deposit into your account?

1. Chapter 13, Question 18. 2. Chapter 13, Problem 5. 3. Chapter 13, Problem 7. 4. On the morning of Monday, August 21, you purchased one futures contract for 100,000 Canadian dollars at a rate of 0.7 USD/CAD. You deposited 7000 USD into your margin account, and your broker requires 5000 USD as the maintenance margin. The subsequent settlement prices are shown in the table below. What are the daily cash flows from marking to market? What are the daily cash balances in your margin account (after the margin call and new deposits)? When do you receive a margin call and how much do you deposit into your account? August 21 22 23 24 25 28 29 30 Futures Rate 0.71 0.7 0.72 0.71 0.69 0.68 0.66 0.63 Daily cash flow Cash balance (after margin call) 5. Suppose that the riskfree interest rate is 10%. A bond with 8% yield is traded at a price. The current bond price is 100. a. Calculate the theoretical futures price for the contract deliverable in six months. b. If the actual futures price for this stock is 102, describe the arbitrage opportunity and calculate the profit that you can realize. 6. An investor holds 50,000 shares of a certain stock. The market price is $30 per share. The investor uses the 3months Mini S&P 500 futures contract to hedge. The index is currently 1,500 and one contract is for delivery of $50 times the index. a. If the beta of the stock is 1.3, what is the optimal hedging strategy for the investor? b. If the risk free interest rate is 1% per month, find the approximate value of the investor's position (stock and futures) after 1 month if the index is 1,200