If Sam invests $200000 on Futures and takes Futures short position on an index fund whose settlement is one year from now, with the current futures price being $1200. The relation between spot price(S) and futures price(F) is given as : F = S * e^(r*T); where r is the risk free rate = 10% and T is time to settlement. The index fund currently priced at $1100. If after six months the price is expected to be $1203. What will be his profit/loss after 6 months?