Question 10 5 pts A financial institution purchases one September T-bond futures contract at 115-110. The settlement price for the contract on next day is 117-225. What is the marked-to-market gain/loss for the investor? ((Hint: The US Treasury bond futures contract calls for the delivery of a $100,000- denominated bond (measured at its par value) carrying a minimum maturity of 15 years and a coupon rate of 6%. Prices are quoted in points and 1/32 of a point.) Loss of $2,359.38 Loss of $2,781.25 o o Gain of $2,781.25 Gain of $2,359.38