$(5$ pts$.)$ Today's settlement price on a Chicago Mercantile Exchange $($CME$)$ yen futures contract is $$\frac{0\mathrm{.}8011}{100}.$ Your margin account currently has a balance of $$2,000.$ The next three days' settlement prices are $$\frac{0\mathrm{.}8057}{1100},$$$\frac{0\mathrm{.}7996}{}100,$ and $$\frac{0\mathrm{.}7985}{}100.($The contractual size of one CME yen contract is $12,500,000).$ If you have a long position in one futures contract, the changes in the margin account from daily marking$-$to$-$market, will result in the balance of the margin account after the third day to be: