Suppose you buy a December futures contract on a hypothetical 10-year, 6% semiannual coupon note with a settlement price today of 125-060. You post the initial margin required for this transaction ($1,500 per $100,000 contract). What nominal annual yield to maturity is implied by the settlement price? If interest rates fall to 2.4%, what return would you earn on one futures contract? If interest rates rose to 3.2%, what is the return on one futures contract?