I'm stuck at this exercise

Question 1 (8 marks) The multiplier for a futures contract on a stock market index is $250. The maturity of the contract is three months, and the current level of the index is 3,650. The risk-free interest rate is 0.7% per month. The dividend yield on the index is 0.3% per month. a. What is the futures price now? b. Suppose that after one month, the stock index is at 3,690. Calculate the one-month holding- period return if the initial margin on the contract is $25,000