Julia, a portfolio manager at Dane Investment in the US, took a short position in Swiss franc currency futures. Her position comprises 100,000 contracts with an initial margin of $4,000, a maintenance margin of $2,500, and a contract price of 0.912 USD/CHF.

i) Assuming a contract size of 1, calculate the balance in Julia's margin account at the end of the second day if the futures prices were 0.9300 and 0.8928, respectively. (4 marks)

ii) Fill up the table that summarizes the account balances changes (6 marks)

Day	Beginning Balance	Fund Deposited ($)	Futures Price ($)	Price change ($)	Gain/Loss	Ending Balance ($)
0	?	?	?	?	?	?
1	?	?	?	?	?	?
2	?	?	?	?	?	?