An investor takes a short position in a corn futures contract. The investor enters the position at $6.02 per bushel. The contract size is 5,000 bushels. Assume that the initial margin is $2,475, the maintenance margin is $2,250. The settlement prices for the first 4 trading days are as followings: Day 1:$5.975 Day 2: $6.0375 Day 3:$6.105 Day 4: $6.0925 - Compute the amount in the margin account at the end of each day for the short position and any variation margin