Question 3 40 points Save A Consider a hypothetical futures contract in which the current price is $82. The initial margin requirement is $5and the maintenance margin requirement is $2. You golong 20 contracts and meet margin calls but do not withdraw any excess margin The settlement price and the spot prion of the underlying from day to day look like the following Day Settlement Price B2 1 84 2 73 3 4 5 (1) Suppose you receive marginal in the end of each day. You need to put upational and into your account the next day whenever the previous day your consequat 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 to day 6, will be (3) The total loss and profit from Day Oto Day 6, the long holder always stays in the market should be (4) The ending balance in Day 3 should be Question of 16 >>> Moving to another question will save this response