The multiplier for a futures contract on the stock$-$market index is $$50.$ The maturity of the contract is one year, the current level of the index is $2,000,$ and the risk$-$free interest rate is $0\mathrm{.}5\%$ per month. The dividend yield on the index is $0\mathrm{.}2\%$ per month. Suppose that after one month, the stock index is at $2,010.$

a$.$ 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.$)$

b$.$ Find the one$-$month 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.$)$