An investor buys 10 futures contracts. The price of each futures contract is 200. 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 205 at the end of week 1 and 188 at the end of week 2.

Calculate the notional value for the entire investment. Calculate the size of the margin account on weeks 0, 1, and 2.

Calculate the size of the margin call (if any) on week 2.