Return on a futures contract

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?

• d) All of the above – Bob Baerker Nov 11 '20 at 16:34
• 1) find the future price at T using the formula provided. 2) calculate the different between the futures price and T and the price at T + 0.5. The difference is the P/L. Which part are you stuck on? – D Stanley Nov 11 '20 at 16:49
• @DStanley future price calculation with which spot price? Can you please elaborate your answer – Guest1011 Nov 11 '20 at 16:59
• "The index fund currently priced at \$1100". Although I just realized that you have given both a spot and futures price that don't align exactly to the formula, so something else is wrong. – D Stanley Nov 11 '20 at 17:34
• There isn't enough information to answer as the number of purchased contracts and the FPV of the future is not stated. – ThatDataGuy Nov 21 '20 at 14:20