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1 You bought one soybean futures contract at $5.13 per bushel. Assume the contract size is 5,000 bushels. The initial margin is 6% and the maintenance margin is 3% of the market value of the futures contract. Assume that the risk-free rate is 2.5% annually. a) What is the dollar value of the initial margin requirement? b) What is the dollar value of the maintenance margin requirement? c) What is the leverage factor for this future contract? d) Assume that price of bushel goes up by 40 cents. What is the gain of the long position and the margin account in dollars? What is the rate of percentage return on this futures contract investment? e) For a time to maturity of one year, what is the no-arbitrage futures price? Assume annual compounding +) For a time to maturity of one year, what is the no-arbitrage futures price in continuous time? g) What is the margin call price, that is, at what futures price the margin account will be equal to the maintenance margin? h) For this contract, the longer the time to maturity, the lower the futures price. True False