The multiplier for a futures contract on a certain stock market index is $250. The maturity of the contract is one year, the current level o! the index is 1,000, and the risk-free interest rate is 0 2% per month. The dividend yield on the index is 0.3% per month. Suppose that after one month, the stock index is at 1, 018. Find the cash flow from the mark-to-market proceeds on the contract. Assume that the parity condition always holds exactly (Do not round intermediate calculations. Round your answer to 2 decimal places.) Find the holding-period return if the initial margin on the contract is $10,000 (Do not round intermediate calculations. Round your answer to 2 decimal places.) Holding-period return