Assume today's settlement price on a CME EUR futures contract is $$\frac{1\mathrm{.}3140}{E}UR.$ You have a short position in one contract. Your performance bond account currently has a balance of $$1,700.$ The next three days' settlement prices are $$1\mathrm{.}3126,$$$1\mathrm{.}3133,$ and $$1\mathrm{.}3049.$ Calculate the changes in the performance bond account from daily marking$-$to$-$market and the balance of the performance bond account after the third day. By assuming that you have a long position in the futures contract, solve this question again.