QUESTION 35 Day On Monday morning, you sell one June T-bond futures contract at $97,843.75. The contract's face value is $100,000. The initial margin requirement is $2,700 and the maintenance margin requirement is $2,000 per contract. Use the price data given below to answer this question: Settlement Monday $ 97,406.255 Tuesday $ 98,000,000 Wednesday $ 100,000.000 After Monday's close, the balance in your margin account will be and you will receive a margin call on $2,700; Tuesday $2,262.50; Wednesday $2,000; Tuesday $3,13750, Wednesday QUESTTOIVOT You want to evaluate three mutual funds using the Treynor measure for performance evaluation. The risk free return during the sample period is 6%. The average returns, standard deviations, and betas for the three funds are given below, in addition to information regarding the S&P 500 Index. Standard Average Return Deviation Beta Fund A 1396 10% 0.5 Fund B 19% 20% 1.0 Fund 25% 30% 1.5 S&P 500 18% 16% 1.0 The fund with the highest Treynor measure is Fund A Fund B. Fund Funds A and B tied for highest). Funds A and C (tied for highest)