An investor enters into a short futures position in 10 gold contracts at a futures price of $291.50 per oz. The size of one futures contract is 100oz. The initial margin per contract is $1,603, and the maintenance margin is $1,166 per contract. Suppose the futures settlement price on the first day is $293.25 per ounce, and the futures settlement price on the second day is $296.16 per once, How much money must be added to the margin account to satisfy the margin call after the second day? $2,910 $4,660 $0.00 $290