The multiplier for a futures contract on a stock market index is $135. The maturity of the contract is 1 year, the current level of the index is 1970, and the risk-free interest rate is 0.6% per month. The dividend yield on the Index is 0.3% per month. Suppose that after 1 month, the stock index is at 1990, a. Find the cash flow from the mark to market proceeds on the contract. Assume that the party condition always holds exactly. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Cash fow b. Find the holding-perlod return if the initial margin on the contract is $6,700. (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Holding period retum