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Consider the Mark-to-Market Settlements for 1 gold futures contracts maturing in 3 months. Assume that the risk-free rate available to investors is 6% per annum with quarterly compounding and that no arbitrage relationship between spot and futures prices (Futures-Spot parity) with continuous compounding holds in all months. Also assume that the initial margin is $18,000 per contract, while the maintenance margin is $6000 per contract Futures Contr Price. act Spot Price End of Change in Size Mo End of Month Futures Counc Buyer/Long Seller/Short nth Month(S) (F) Price Position Position (c) (c) Contract Initial Initiated 0 1307.00 1339.84 100 Margin (b) (c) (c) 1 1309.00 1335.25 100 (a) (b) (c) (c) 1336.76 100 (b) (c) (c) 3 1332.00 1345.29 100 (a (b) (c) (c) Monthly Adjustments 4 1325.00 100 (a) (b) (c) (c) Delivery 5 1321.00 100 Account Bal. Month (c) (c) 5 For the questions below answers must contain at least three digits after the decimal point