Assume today$$s settlement price on a CME EUR futures contract is $$0\mathrm{.}9716/.$ You have a short

position in one contract. Your margin account currently has a balance of $$1,700.$ The next three days$$

settlement prices are $$0\mathrm{.}9702,$ $$0\mathrm{.}9709,$ and $$0\mathrm{.}9625.$ a$)$ Calculate the changes in the margin account

from daily marking$-$to$-$market and the balance of the margin account after the third day, where

$125,000$ is the contractual size of one Euro contract. b$)$ Re$-$do question $($a$)$ again assuming you have

a long position in the futures contract.