Assume that on Friday, January 22, 2021, you sell one March Gold futures contract at the opening price of $1,794.3. The multiplier of the contract is 100, so the price is $179,430. The initial margin requirement is $6,000 and the maintenance margin requirement is $4,500. You maintain your position every day through Friday, March 19 and then buy back the contract at the opening price on Monday, March 22, 2021. Work out the flows in and out of the margin account (Mark to Market, Entries, and Account Balance). The daily prices of the intervening days are: Settlement Price Jan 221 1,813.00 Jan 251 1,791.20 Jan 26 1,835.10 Jan 271 1,833.40 Jan 28 1,863.90 Jan 29 1,850.30 Feb 1 1,841.20 Feb 2 1,848.90 Feb 3 1,854.80 Feb 4 1,859.00 Feb 5 1,856.20