Today (t=0) one party goes short a futures contract and another sells a forward contract on the same commodity. The prices at t = 0, 1, 2, 3 where 3 = T = maturity are 0F3 = = 100 1F3 = = 140 2F3 = = 110 3F3 = = 110 Assume that both contracts are held to maturity. Assume the commodity delivered at T = 3 is taken from previously held inventory. Assume that initial margin is met with previously bought T-Bills. The cash flows to the trader in the futures market in periods 0, 1, 2 and 3 are respectively o +100, +50, -20 and +70 O 0, 0, 0, and +100 00,-40, +30 and 110 O 0, +40, -30 and +90