The multiplier for a futures contract on the stock-market index is $250. The moturity of the contract is one year, the current ievel of the index is 900 , tand the risk free interest rate is 0.4% per month. The dividend yield on the indexis 0.2% per month. Suppose that after one month, the stock index is at 912 . 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 ptaces.) Cash flow 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.) Hoiding-period return