Please help me with A and B :-)

The multiplier for a futures contract on a stock market index is $50. The maturity of the contract is one year, the current level of the index is 2,000 , and the risk-free interest rate is 0.4% per month. The dividend yield on the index is 0.3% per month. Suppose that after one month, the stock index is at 2,190. Required: a. Find the cash flow from the mark-to-market proceeds on the contract. Assume that the parity condition always holds exactly. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Cash flow b. Find the holding-period return if the initial margin on the contract is $5,000. (Do not round intermediate calculations. Round your answer to 2 decimal places.)