Question 2 (20 points) Assume that the margin requirement on the CS1300 futures contract is 10%, and the stock index future is settled in May 20, 2019 at 3,000. a) How much margin must be put up for holding each contract? (5 marks) b) Investor A shorted one contract in May 21 at 3,000. If the futures price settled at 3,020 in May 21, what will happen to the margin account of investor A at market close of May 21? (5 marks) c) What was the investor A's percentage return based on the amount put up as margin in May 21 after market close? (5 marks) d) Investor B sent $ 200,000 to setup her margin account with her broker in May 19, and longed two CS1300 index contracts in May 20 at 3000. In May 21, investor B closed one contract at 3,020. In May 22, investor B did nothing while the futures price settled at 2,960. What was the investor B's percentage total investment return up to May 22 after market close? (5 marks)