Six months prior to futures expiration you bought two September corn futures contracts when spot was trading at $$4\mathrm{.}05$ per bushel. Three months out, when the cash settled at $3\mathrm{.}80$ per bushel, you traded out of the position. The risk$-$free rate was $3\%.$ Use spot$-$future parity to find the theoretical dollar gain$/$loss on the futures $($hint: $($$$4\mathrm{.}01-$ $$4\mathrm{.}00)*5000$ bushels per contract $=$ $$50).$