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 0.4% per month. The dividend yleld on the Index is 0.2% per month. Suppose that after one month, the stock Index is at 2,045 . Required: 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 Intermedlate calculations. Round your answer to 2 declmal places.) b. Find the one-month holding-period return if the Initlal margin on the contract is $20,000. (Do not round Intermedlate calculatlons. Round your answer to 2 decimal places.)