(a) Yesterday, you entered into a futures contract to buy 62,500 at $1.50/. Your initial margin was $3,750 (= 0.04 * 62,500 x $1.50/ = 4 percent of the contract value in dollars). Your maintenance margin is $2,000 (meaning that your broker leaves you alone until your account balance falls to $2,000). At what settle price (use 4 decimal places) do you get a margin call? (b) Today's settlement price on a Chicago Mercantile Exchange (CME) yen futures contract is $0.8011/4100. Your margin account currently has a balance of $2,000. The next three days settlement prices are $0.8057/4100, $0.7996/4100, and $0.7985/100. (The contractual size of one CME yen contract is $12,500,000). If you have a short 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