Problem $17-14($Algo$)$

$8\mathrm{.}33$ points

The multiplier for a futures contract on the stock$-$market index is $$50.$ The maturity of the contract is one year, the current level of the index is $2,000,$ and the risk$-$free interest rate is $0\mathrm{.}3\%$ per month. The dividend yield on the index is $0\mathrm{.}2\%$ per month. Suppose that after one month, the stock index is at $2,015.$

Required:

$0.$ 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.$)$

Answer is complete but not entirely correct.

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