The multiplier for a futures contract on a stock market Index is $75. The maturity of the contract is 1 year, the current level of the Index is 1,850 , and the risk-free Interest rate is 0.5% per month. The dividend yleld on the Index is 0.3% per month. Suppose that after 1 month, the stock index is at 1,870 . a. Find the cash flow from the mark-to-market proceeds on the contract. Assume that the parity condltion always holds exactly. (Do not round intermedlate calculations. Round your answer to 2 decimal places.) b. Find the holding-perlod retum If the Inltlal margin on the contract is $5,500. (Do not round Intermediate calculations. Round your answer to 2 decimal places.)