(15 pts) An investor buys 100 futures contracts. The price of each futures contract is 2000. The initial margin is 10% and the maintenance margin is 80% of the initial margin. 5% annual effective interest is paid on the margin account. Assume the futures price change to 2050 at the end of week 1 and 1880 at the end of week 2. Calculate the notional value for the entire investment. Calculate the size of the margin account on days 0, 7, and 14. Calculate the size of the margin call (if any) on day 14