$6)$ Suppose you hold a long position in a $100$ futures contracts for an exercise price of $$70.$ Your broker requires an initial margin of $10\%$ and a maintenance margin of $6\%.$ Over the first $5$ days the contract is active, the price of the underlying asset $($originally $$70$ at the time you entered into the contract$),$ moves from $$70$ to $$60$ to $$65$ to $$45$ to $$60$ to $$65.$ Fill in the following table showing what the margin account$$s balance is at the end of each trading day before any potential margin calls, whether you$$d receive a margin call that day, how much you$$d be required to put in$,$ and what the ending balance would be after that margin call.Suppose you hold a long position in a $100$ futures contracts for an exercise price of $$70.$ Your broker

requires an initial margin of $10\%$ and a maintenance margin of $6\%.$ Over the first $5$ days the contract is

active, the price of the underlying asset $($originally $$70$ at the time you entered into the contract$),$ moves

from $$70$ to $$60$ to $$65$ to $$45$ to $$60$ to $$65.$ Fill in the following table showing what the margin account's

balance is at the end of each trading day before any potential margin calls, whether you'd receive a margin

call that day, how much you'd be required to put in$,$ and what the ending balance would be after that

margin call. $(10$ points$)$