In the morning of March 9th, 2020, you entered into one long British Pound futures contract with a maturity date in June 2020. One contract is of size 62,500. Suppose the initial and maintenance performance bond are respectively US$3,300 and US$3,000 per contract. When you entered into the contract, the futures rate was US$1.3185/ and you deposited the required initial margin (i.e., initial performance bond) in your brokerage account. The following table presents the information on your futures contract position over the 5 trading days between March 9th and 13th. Over these 5 days, you have answered all margin calls promptly by depositing the required amount to top up the balance of your brokerage account back to the initial margin at the end of the trading day when you got the margin call. You have not closed your position. Date Your end-of-day cash flow US$0 a Mar 9 Mar 10 Mar 11 Mar 12 Mar 13 End-of-day closing Daily profit/loss futures price US$1.3202/ -US$500.00 US$1.3195/ 8 -US$975.00 US$462.50 End-of-day balance of brokerage account b d US$3,756.25 h US$3,762.50 e US$0 i US$0 What are the missing values (a to j) in the table? Show and explain the calculations involved in arriving at your answers. Hint: A long futures contract gives you a profit when futures price goes up and a loss when futures price goes down