1. The multiplier for a futures contract on the stock-market index is $250. The maturity of the contract is one year, the current level of the index is 2,000 and the risk-free interest rate is 0.5% per month. The dividend yield on the index is 0.2% per month. Suppose that after one month, the stock index is at 2,010.
   1. Find the cash flow from the mark-to-market proceeds on the contract.
   2. Find the one-month holding-period return if the initial margin on the contract is $10,000.