The multipiler for a futures contract on a stock market index is 575 . The maturity of the contract is 1 yeac, the current level of the index is 1.850, and the risk free interest rate is 0.5% per month. The dividend yield on the index is 0.3% per month. Suppose that aftert month, the stock index is at 1.870. a. Find the cash fow from the mark-to-market proceeds on the controct Assume that the parizy condition always haids exacty (Do not round intermediate calculations. Pound your answer to 2 decimal places.) b. Find the holding-period return if the initial margin on the contract is $5,500, (Do not round intermediate catculations. Round your antwer to 2 decimat places.) Q Anawer is complete but not entirely correct