Consider a hypothetical futures contract in which the current price is $82. The initial margin requirement is $5, and the maintenance margin requirement is $2. You go long 20 contracts and meet all margin calls but do not withdraw any excess margin.

The settlement price and the spot price of the underlying from day 0 to day 6 look like the following:

Day	Settlement Price
0	82
1	84
2	78
3	73
4	79
5	82
6	84

(1) Suppose you receive margin call in the end of each day. You need to put up additional fund into your account the next day whenever the previous day your account is equal and less than maintenance margin. The first day that you will receive margin call should be Day .

(2) The total amount that you are going to put in your account, from day 0 to day 6, will be

(3) The total loss and profit from Day 0 to Day 6, if the long holder always stays in the market, should be

(4) The ending balance in Day 3 should be