g the multiplier for a futures contract on a stock market index is $85. the maturity of the contract is 1 year, the current level of the index is 1,870, and the risk-free interest rate is 0.6% per month. the dividend yield on the index is 0.2% per month. suppose that after 1 month, the stock index is at 1,890. 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 holding-period return if the initial margin on the contract is $5,700. (do not round intermediate calculations. round your answer to 2 decimal places.)