Question: Question 2 (mark-tomarket) You enter a long position in a future contract with the size of 125,000 today. The futures expire in 90 days. The

Question 2 (mark-tomarket) You enter a long position in a future contract with the size of 125,000 today. The futures expire in 90 days. The Not yet interest rates are i$=5% and ie=10.4%. The current spot rate is $1 .38/. Assume 360 days a year. If the spot rate is $1 .43/ the next :2:::: of day and interest rates remain the same, your profit or loss for this day is $ . (Keep the sign and two decimal 1.00 numbers.) F Flag

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