Question: Question 2 (mark-to-market) 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-to-market) You enter a long position in a future

Question 2 (mark-to-market) You enter a long position in a future contract with the size of 125,000 today. The futures expire in 90 days. The 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 Not yet answered (Keep the sign and two decimal Points out of 1.00 day and interest rates remain the same, your profit or loss for this day is $ numbers.) P Flag

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